A little tutorial howto filter outgoing traffic to a specified host with the built-in functionality of a MS Windows XP System (also works on Windows Server 2003 and probably on Win 2000). All this is done with local "IP Security Policys" (IPSec)...

To edit the IPSec policys first call the "IP Security Policys" Managment Console:

Start --> Run... --> "secpol.msc"

here you right-click "IP Security Policys" and select "Create IP Security Policy..." --> Next > -->



click "Add.." and then Next >  until you reach the "IP Filter List" Dialog (shown below)



fill the Name field and press "Add..." again...



answer the first page of the wizard with "Next >" on the next page set the source adress to "My IP Address", fill the next dialog like the dialog shown below:

on the "IP Protocol Type" Page, select "Any" and on the next page close the wizard with "Finish" and close the "IP Filter List" Dialog with OK

select the new created filter... 

 "Next >"

here again select "Add..." --> Next --> enter "Deny Filter" in the Name Field --> Next --> Select "Block" on the "Filter Action General Options Page" --> Next --> Finish

back in the "Filter Action" dialog you select the newly created Filter Action...

here you click "Next" --> and "Finish" ...

and close all open dialogs with OK or Close...

and now the most important part: in the details pane right click the new rule and select "Assign" so that the green dot on the icon of the rule appears...