What do I do if my Windows Firewall has been asking me about allowing outgoing connections?
I used to recommend Sygate, but after it stopped being free I took a more serious look at the built-in XP firewall and you know, I kind of liked what I saw. It doesn't ask about things excessively, it provides reasonable protection, and as others have mentioned A: lots of routers and even cable/DSL modems provide firewalls these days and B: a lot of the stuff an outbound protecting firewall supposedly handles could and probably should be handled (on a different level) by something like Windows Defender.
Personally I think most firewall apps are really going waaay overboard. There are very, very few firewalls compatible with the needs of "Average Joe". All the added script blocking, ad blocking, redirect blocking, cookie blocking, etc. is just stupid IMO. As a computer consultant I have just had waaay too many people complain about this stuff. You put them back on the Windows firewall and hey, presto, no security problems and no annoyances. Good lord, if *Microsoft* can do it, why can't anyone else?
Speaking of excessive paranoia and cookies, has anyone ever actually had a problem with them? Tons and tons of applications detect and warn you about them, lots of people have things set to block them, etc, etc. and yet I've only found annoyance and less functional sites in doing that, and never had a problem just allowing them. I'm all for protecting privacy, but this stuff has never seemed like a major invasion to me. Maybe it's just because I'm not surfing naughty sites though.