I used ZoneAlarm and a few other programs for a long time on Windows, just because I could control anything from system services to any software connecting to any IP address. I don't find the idea of info about my PC being sent to anyone, unless I explicitly say yes to it, and 99% of the time, I say no. I'm pretty sure it's the same (although less bad) on Linux, unless you use only a couple of the most simple programs (even browsers phone in your system info).
Now I'd like to switch to Linux, but I've spent the last 20 hours looking for a way to do it, and I couldn't find one.
I even thought of limiting networking on host OS, and use VirtualBox machine, but then I still have the same problem. I could use Windows on it, but then I could just use Windows anyway, as I don't think it phones back to Microsoft if I can block any Windows service using a program such as ZoneAlarm (for example).
TLTR: Is there a program on Linux that will give me a popup and save rules, like for example ZoneAlarm on Windows does?
EDIT, EXTRA INFO: My goal is to have a popup every time anything is trying to connect to my system or from my system to anything (local or not), asking me whether or not I want to allow it, and just for that time or if I want to save the rule. The reason is that I like to be in control of the data that applications send out about my system.
My use scenario is that I mainly do browsing, light programming and gaming (on Steam, therefore it would be VirtualBox and Windows), and use FOSS audio/video/photo editors. At this point, I'm wondering if it's worth using Linux at all, as I cannot find such an application, and on Windows I have full control of what is sent where on-the-fly. (I know it's not relevant to the question, but perhaps it will help someone help me, but if it's not appropriate, please tell me and I'll delete this bit)