No problem, just glad I could help.
I strongly advise looking at a third party firewall as far as I'm aware (I don't use Vista), the Vista firewall doesn't have outbound checking enabled by default, you have to enable it and even it is rule based and you create them (it is most certainly better than no firewall). Some third party firewalls are more user friendly.
There are many freeware firewalls such as, Comodo, PCTools Firewall Plus, Jetico, etc. - Zone Alarm free works fine with avast and has a reasonably friendly user interface, however, the free version is becoming bloated with trial ware and is also crippled as far as outbound protection goes In the Program Control, configuration area, the slider will only goes as far as Medium protection, if you want more you have to buy the Pro version.
Many forum users are using the comodo firewall.
See
http://www.matousec.com/projects/windows-personal-firewall-analysis/leak-tests-results.php later set of results
Welcome to the forums.