Well, I hear what you're saying but I'd still like to hear of a 3rd party firewall that works with Vista and I'm not impressed with Microsoft's creation. I use Sygate on my other machines and was disappointed to find neither it nor ZA would work in Vista.

Malware is exactly the sort of reason I'd want outbound filtering. Not that I think I'm picking any up that's trying to contact the net, but it's just one more precaution and not something you can write rules about.