Here are 3 tools I have found very helpful regarding malicious outbound
communication:
http://www.mvps.org/winhelp2002/hosts.htm
is great, free, and uses no resources (CPU, memory, etc.)
Most anti-virus programs do a poor job of catching Trojans because they
do not specialize in Trojans. It's just a side job for many AV
programs, like the carpenter who performs pet surgery on the side.
Trojan Hunter and Ewido specialize in catching and removing Trojans.
You can set ZoneAlarm to either block selected programs from attempting
outbound communication, or pause them to ask you a question like,
"Do you want @#$%&.exe to access the internet ?" where @#$%&.exe
represents a program you either know about already, or don't know about
yet. It's easy when you get the hang of it. Just be sure to speak up
and ask again, if you start using ZoneAlarm, and have a question like
"What about Generic Host Processor for Win32 ?"