Blocking stuff going out

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I do not want a firewall.  I'm using the one in XP and according to
the GRC site, it has my machine completely stealth. I could never
accomplish that with the many firewalls I tried.  Yeah, I'm sure that
was due to my ignorance,  but that is what I'm trying to work around

What I want is something to block outgoing stuff except for that which
I allow.  That's all I want it to do.  Does anyone know of such a

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