But what happens if you do download a malicious payload, obviously you have to keep everything up to date, otherwise why bother with a Firewall in the first place. You could use extra protection by using a download manager with the firewall activated on it. Sometimes with outgoing protection, people will give access anyway, especially if they are not experienced enough, so the never ending wars go on. The whole point here, is make sure your incoming firewall is up to date.