Is it possible to block a program?
Apparently, there are more two-way firewall with FIS 2014.
Do I have a possibility to block Internet access for some programs?
DeepGuard should notify you when an unknown program tries to connect out; http://community.f-secure.com/t5/Security-for-PC/How-can-I-edit-DeepGuard/ta-p/30316
You can also try something like NoVirusthanks Exe Radar Pro to control what is allowed out after whitelisting your programs; http://www.novirusthanks.org/product/exe-radar-pro/- highly recommended.
Or a program which acts as a Notifier for the Windows Firewall when it connects out;
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