Simple method to block outgoing traffic

I've tried a lot of firewall products, and I find them all either too
instable or too much of a resource hog.
I keep my computer pretty 'clean', and XP's firewall would normally do
the job, but there are certain programs that I don't want to dial out.
Is there a way to manually block these programs (either in XP or Server
2003) from outbound communication, or is there some real small
footprint firewall that'd let me do that without keeping my CPU or
harddrive too busy?