Restrict programs from accessing the Internet

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Yes. Install a firewall that can block outgoing connections. For example the firewall that comes with Windows Vista and 7 has this feature, but XP's doesn't, so you'd have to install a separate application.

Initially all applications will be blocked and you have to allow them access, so when the application you want to block tries to connection just deny it access. You should also be able to set up rules manually.

I would suggest using Windows firewall, but if you want something else try Comodo Firewall, but afaik it is not supported for Windows 7 just yet.

However some people on this thread have gotten the Vista RTM package to install successfully in compatibility mode.

Any decent firewall will do this, even the windows firewall.

The Comodo firewall can be installed in Vista compatibility mode and works fine. See e.g. this Comodo Forum thread, "Is the firewall component "Windows 7" friendly?"

But I have another suggestion to fix or lessen your problem. I have a fast Internet connection now, but not so long ago it was only 50 kbps. Here is what I did to greatly speed up Internet browsing:

The anti-virus program I am using is Avast. It can be set to display URLs currently being accessed in the lower right of the screen.

The general idea is to block access to content that is really not needed, e.g. PNG/GIF/JPEG images, JavaScripts and cookies from advertisement sites and from tracking sites.

Sites that are to be blocked are added to the "hosts" file (located in folder "C:\WINDOWS\system32\drivers\etc\hosts" in my system) and directed to 127.0.0.1 (localhost).

You can download very long lists for this purpose, but the sheer number of sites to block may slow down browsing. I use another approach, only blocking those that the browser connects to:

Procedure:

1. While opening a web-page a URL is spotted that is not necessary. E.g.:

   http://adtech.panthercustomer.com/images/485/Ad199114St1Sz256Sq2945366VOId3.jpg

2. Press the PrintScreen key to make a screenshot.

3. Open Microsoft Paint and paste.

4. Open the "hosts" file in a text editor (e.g. Notepad) and type off from the Paint window to a new separate line:

   127.0.0.1 adtech.panthercustomer.com

5. Save the "hosts" file.

6. That's it. Repeat for every (or only some) unnessary URLs you observe.

Another, slightly more convenient, way to get the sites to block is to let the browser ask every time a cookie is attempted to be fetched. The ones that need to fetched can be set to always be accepted so the browser will not ask again, whereas the others will be blocked by the hosts file (and the browser will never see them again).

There may be easier ways to find the sites to block than described here, but the general idea is the same.

Here is a sample of sites I have blocked:

127.0.0.1       doubleclick.net
127.0.0.1       ad.doubleclick.net
127.0.0.1       googleads.g.doubleclick.net
127.0.0.1       ad.uk.doubleclick.net
127.0.0.1       pubads.g.doubleclick.net
127.0.0.1       m.se.2mdn.net

127.0.0.1       adserver.adtech.de

127.0.0.1       track.adform.net

127.0.0.1       cls.assoc-amazon.com
127.0.0.1       wms.assoc-amazon.com
127.0.0.1       ws.assoc-amazon.com
127.0.0.1       rcm-images.amazon.com