Is there a firewall that can block a particular connection?

"Opera [Opera.exe] is trying to connect to[] using remote port 80 [HTTP -
World Wide Web]. Do you want to allow this program to access the

If I choose "No" my firewall (Sygate) won't let Opera (my web browser)
access ANY address. If I choose "Yes" the firewall will let Opera
access ALL next addresses without further notification. I find this
"all or nothing" tactic for the browser at least stupid and extremely

So is there a software firewall that would let me choose (with a click
or two) to block a particular connection instead of the whole internet
access for the browser?


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