[Ramius]

Hopefully, it actually ought to offer you the ability to do it just the other way around. There should be a place where you can DENY all traffic by default, but have a list of allowed ports/protocols/hosts that ARE allowed to contact your network. Perhaps?

[zeugma]

There should be a place where you can DENY all traffic by default, but have a list of allowed ports/protocols/hosts that ARE allowed to contact your network.

Excellent advise. The default policy on any firewall should be DENY ALL. Then, if you find you really need a specific port, you can open it up. It's even better if you can open up a specific port to a specific computer.