If you have no luck finding free software that does what you want, you could try Symantec Client Firewall which is what I use. It does quite a few things, but amongst them is the capability to monitor applications as they try and make contact with an external address and give you the opportunity to approve or deny access, permanently or temporarily, for each application. It's very easy to use - and I'm not an expert.

Good luck with your search!

Richard