Set your firewall behavior settings to 'Custom'. That way it will always ask for new program attempts to connect to the net. This is your last defense against malware that may get past whatever anti-malware program you're running.
Once a popup appears, (many for the first couple of weeks you use it), you can set whatever program is trying to connect to 'Trusted' or 'Blocked', and then check off the 'Remember' button. You can always change things back later if you want by going to 'network security policy' under 'Firewall', and removing the block entry, so next time it asks.
If you want a good anti-malware, then use AVG Free, or Avira. Keep in mind that both send info on your system back to the developers, (not something I approve of myself). Avira also nags you everytime you update. There is a 'no-nag' reg file that you can find and download. This will not affect the update, but it will stop them from sending you the 'Buy now' nag. The window frame will still appear, but it will be blank. Makes the naggin less of an annoyance. Avast is nice, but I absolutely hate the mandatory registration every year, which is why I won't use it.
Wabb