Imagine that one day you download a free password manager on your windows machine, and use it to store all your passwords for online banking accounts, emails, etc.
Knowing that this same executable is capable of connecting to the internet and doing different things like connecting to a server and checking for updates...
Imagine that one day the guy developing the tool inserted some malicious code to forward password information in your password manager.
Paranoid thinking? But can we blame paranoids, I mean the world is full of negative surprises that only paranoids were able to predict.
Better than blaming, is protecting yourself without losing the privilege of the software you want to use. On windows 7, here's how:
1. Go to the Control Panel.
2. Click on the Windows Firewall icon.
3. Make sure that your windows firewall is turned on by clicking on Turn Windows Firewall on or off
4. When this is done, go back to the Windows Firewall and click on "Advanced Settings".
5. Click on "Outbound Rules"
6. On the right, click on "New Rule..."
7. Make sure Program is selected in the radio buttons and click Next.
8. Enter the path of the program exe then click Next.
9. Make sure "Should be Blocked" is selected then click Next.
10. Enter a display name for this rule.
11. Click Finish.
12. Open the desktop tool you want to protect against and select "Check for updates.." in your tool if available. The tool should crash or tell you that it is unable to connect to the internet. No connection available.
Capiche. You're done.