Portmaster is looking like a great choice.
They’re open source but they also have a premium product with more features:
I just came across some great guides here where it directly compares itself to the most popular software firewalls available:
It still seems like I’ve got a lot of research to do!
I’ll keep posting to this thread whenever I find valuable information because I think a Software Firewall is the cornerstone of maintaining user privacy on a Windows PC.
I appreciate your reply!
I’m not really sure why you brought up a VPN? I don’t see how a VPN would prevent an app like a PDF reader from sending data back to someone on the Internet?