 How to set up Windows Firewall to restrict Internet access for certain applications To begin with, you should start the firewall-extended interface. Go to Control Panel and click on Windows Firewall. Advanced Settings Select Outbound Rules. Click New Rule to create a rule for a program to show the path to the executable file of the program to block it. With the example of Opera Browser, we'll see how Internet connection can be blocked. In most cases, blocking the executable file of a program is enough to restrict its Internet access. If you need to disable the blocking, you will have to return to Windows Firewall Advanced Settings. Left-click on the rule to select it and then disable or delete it.