Actually, there are two Firewalls in Windows Vista, the default protects the
user from inbound protections. If you want outbound protection capabilities,
you have use the Windows Firewall with Advance Security, located under
Control Panel > Administrative Tools.
To learn more about using this new Firewall, check out the following link:
http://www.microsoft.com/technet/community/columns/cableguy/cg0106.mspx
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