Blocking outgoing requests

Please help..I need to block some outgoing request from my computer.. i don't seem to be able to understand the rules needs or how to apply them. etc..can anyone help me please...as an example say i wanted to block Microsoft..how would i do it..tia

 

review
http://kb.eset.com/esetkb/index?page=content&id=SOLN2118

 

Thank you Cudni but its detail I need..in my example I say how can I block like Microsoft as an example..what part of the system allows me to do that. to disallow connection or outgoing contact. I appreciate the time you have already given me..but its still too vague for me..sorry..

 

In some order

https://www.wilderssecurity.com/showthread.php?t=142036

http://kb.eset.com/esetkb/index?page=content&id=SOLN2435

http://kb.eset.com/esetkb/index?page=content&id=SOLN2149

 

Hello artinusa
It sounds like you are going for a Policy based firewall, in that way you have complete control what to accept and waht to block. It sound good but there is a something you should consider.If you do not fully understand to evaluate the firewall messages given to you, you can accept something to your system that you don't what.(wurse case scenario...malware). My point is just, be careful what you accept.
Best Regards