Layer 7 Firewall
EDIT I was wrong. It was antivirus, not firewall (apparently there's multiple things called Comodo-somthing)
On a side note: I'm wondering if there's a OS or firewall that actively shows you a list of connections (kinda like wireshark), but has you approve them one by one. I mean, it'd need to be more detailed than just saying "TCP, UDP" etc. Like what programs are requesting, to whom, etc. However, I imagine it'd get kinda chaotic, but it'd be interesting to have complete control over what does what. I heard Qubes does something kinda like that, maybe. I haven't really looked into it yet.
Yeah, but that would get annoying.
Look into Smoothwall and if you have an extra computers laying around install and configure Smoothwall on it; then hook it up before your router. Only if you do not have a hardware based firewall installed already of course lol
I'm sure Smoothwall will run fine without much configuration (dynamic protocols), but there are a lot of settings you can play with.
After that is running you can also install a layer 7 firewall on your local machine; set it on a strict setting that notifies you of incoming and outgoing connections. That will give you the option to accept or decline each one manually.
You can turn a computer into a brick, but its usability goes way down!