If you have some peculiar program installed that you need to have but want all its internet communication blocked you can do that easily with Windows' built in firewall. On Windows 8 just hit the Windows key to get to the main menu and
- type Firewall.
- Click on Settings on the right pane and
- go to Windows Firewall.
- Click on Advanced settings on the left side of the window.
- On the left pane of the new window, right-click on Outbound Rules and
- select New rule...
Now follow the setup wizards few steps to set the rule up. That's it! If you happen to need to deactivate the rule for a short time, you can just right-click it and do so: