this brings up a common complaint about most firewalls "it blocks everything untill i tell it not to"...that's a sign that your firewall is working....in ANY type of security system (be that spam filters or firewalls) you should ALWAYS start at the most restrictive point possible (i.e. everything under the sun is blocked) then allow things through as you find a need to do so...if the doors started out open from the begining...then the firewall wouldn't work at all..
I've installed Webroot's firewall which seems to block everything until I give it a green light,
I agree, this is exactly my point. Not everyone is comfortable enough with computers to know when or how to adjust their firewall to work for them rather than against them. Some people can pick it up in 15 minutes, but for others, this kind of thing goes over their head.