how do i stop unknown applications from accessing the internet?

whenever i connect to the net, my pc starts downloading something from the net. as far as i know, windows xp auto updates are set to manual and my avg antivirus is also set to manual update.
some rogue program is i believe causing the prob. but avg cant detect it! it downloads about 1-2 mbs in half an hour, which is causing a prob with my internet bills!

is there any way in which i can restrict internet access to only specific programs (only firefox in my case)? prefaribly some free and simple solution.

i do manually update windows xp & avg as much as possible.