I use Blackice Defender from
http://www.iss.net. Until the most recent version it never blocked outgoing net access by trojan programs (it only blocked incoming packets). The latest version, however, does handle this, but in a way that is different from ZoneAlarm (better or worse depending on your view). My understanding is that it just makes a list of your current executables and blocks ANY execution of new executables or dlls. The window pops up before the program starts, so you can click "OK- add this program to my safe list..." before the dialog box is covered by the running program. However, if you are a programmer, it will complain every single time you recompile and execute your own code and, basically, drive you batty.
For those that don't think you need a firewall, you might be right, but mine detects attacks all the time (usually from far flung places in the world) and I don't even have DSL or a cable modem. It just caught two a couple of minutes ago. Blackice will even back hack into the computer that is attacking yours and get their NetBIOS CPU name and even their ethernet card MAC number. I think that I'll turn that feature off however, it probably justs annoys the hackers if they catch the back intrusion. Sometimes it provides entertainment though; one hacker named his computer "HACKMASTER".
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