It's not that NOD32 and firewalls don't co-operate, it's just that you have to choose between firewall control of your outbound connections and NOD32 filtering of the source programs.  The proxy setup for NOD32 means that you only see NOD32 as the source for connection requests in your firewall.  That makes it impossible to write firewall rules restricting connections.  You may want to have NOD32 in control of the connection, but you lose the firewall's filtering ability.  You can also choose to restrict NOD32 filtering to certain types of connections - email and browser say - but you then do not inspect the other connections for bad guys sneaking in or out.

If you know the process name, you can kill the process using pskill from sysinternals: http://www.microsoft.com/technet/sysinternals/Utilities/PsKill.mspx - but I can't promise that the TCP connection is dropped as well.  The post above for curports does offer a close command line.  See: http://www.nirsoft.net/utils/cports.html

Hi y'all - There is a new tool that looks really powerful as well as being free.  Comodo Firewall is in the process of beta testing a new version.  It has one of the best Firewalls available already (the XP firewall has really dismal test results) and they are adding a Host Intrusion Protection System (HIPS) to it.  It can configure itself for programs that Comodo has on record as signed applications (10,000+ according to them) and you can define programs as safe yourself for stuff you run that isn't signed.  You can control an application's rights for internet access, disk writes, keyboard control, monitor, control, process modification and more.  The charming part about it is that it prevents unknown applications from even starting a process in memory without your approval.  This means that you have to know enough to recognize when a rogue process is trying to do something odd, so that you don't just automatically approve it.  It also means that there is a time when you have to put up with queries about your software as you run programs that CFP has not encountered before, but I have been beta testing the newest version for about a week and the pop-ups are rare except when I install new software.  There is an "installation mode" that allows you to do an install without a dozen pop-ups and a messed up install, but you have to tell it that the installer is actually an installer and permitted to make a bunch of changes.  It also has a series of configurations that promise to make it usable for novices, but that takes all the fun out of it!!  It is still a beta, but getting nearly ready for release candidate status.   I think that this warrants keeping an eye on.  The firewall forum is at: http://forums.comodo.com/comodo_firewall-b50.0/ and the front door is: http://www.comodo.com/  There are a few other goodies there, but the only ones I can suggest are V-engine (web site verification) and BOclean.  They also offer free personal email security certificates.