The firewall is never more secure than the user. It may help you on the way, but in the end is it you that have to make the decisions. Therefore, you should disallow any connection that you do not feel comfortable with.
The things you should consider when you receive a Connection Alert:
- Do you know which application that tries to establish the connection?
- Does the address look familiar?
- Do you recognise the service it uses? (web, mail, file transfer)
If you can answer no to any of the above, you should consider disallowing this connection.
Some of the default applications that you should consider allowing are
- wupdmgr.exe (Windows Update)
- Iexplore.exe (Internet Explorer)
- firefox.exe (Firefox Internet browser)
- Netscape.exe (Netscape Internet browser)
- Mozilla.exe (Mozilla Internet browser)
- Opera.exe (Opera Internet browser)
- Outlook.exe (Microsoft Mail client)
- Msimn.exe (Outlook Express)
- Niu.exe (Norman Internet update)
- Njeeves.exe (Norman message service)
If it something else and you are still unsure of its purpose then you can search for the process by name using your favourite search engine, such as http://www.google.com/ this is often a wealth of information