If you are running out of date and unpatched sotware then obvious your system is at greater risk than someone who does not have this problem.

Obviously you need to take steps to resolve these issues one by one, download a new FREE firewall from

http://www.personalfirewall.comodo.com/

remove your old and out of date firewall and install the new one..

This will then keep flashing up with a list of applications which attempt to connect to the internet.. if you open internet explorer, the firewall will state that it is trying to get internet access which you expect in which case you can grant permission and tick the box saying always allow.
If something pops up and 'asks for persmission' to access the net and you do not know what it is say NO but do not tick the box yet... if you find you are unable to complete a task such as use a instant messenger you could have just said NO to it... restart it and see if the same screen pops up if so grant permission but do not tick the 'always allow' box and see if it now works... if it does next time you start the application you can grant it permission to access the net and tick the 'always' allow' box

If you have a trojan , rootkit or a server set up on your computer which someone is accessing by blocking the access you resolve the problem.

then you just need to fix the issue whatever that be
download hijackthis and post the log it creates and I will tell you if you have anything nasty on your system

http://www.majorgeeks.com/download3155.html