Hi nudone, if all you want is a simple firewall, (or just a program), for outgoing program access control, see if you can find the latest version of Primedius Firewall Lite, 1.6 here: http://www.majorgeek...wall_Lite_d4146.html
It's small, you can start or stop it at any time, seems very low impact. The interface is a little outdated but it seems to work fine.
I used to use it with Ghostwall, (gave me more control over incoming connections). They had no problem co-existing together. However, it does basic inbound filtering so you don't need to install anything else, just use XP's or rely on your router's NAT/firewall.
The only thing that annoyed me about it was the fact that if you updated a program, after asking for access permission, it would add it to the program list leaving the old program version in the list - so every so often you'd need to go through the list and clean out the old entries.
Now-a-days, I use Comodo on my main machine and laptop, (gives more control), and nothing on a download-only machine, (it relies on NAT and the router's hardware firewall - it runs 2 programs and doesn't execute anything it's downloaded so it's fairly safe - runs AVG as a basic precaution).