You might consider getting a windows version of Ethereal or another "network sniffer", crank it up with everything else accessing the internet off (messengers, browsers, games, everything) and then auto-update your AV. With the capture of your tcp dump, you'll be able to trace packets and see exactly where they're really going. By doing so, you figure out if it's your firewall misreporting something or if it's truly going there for some reason.