Vista Firewall Issue

Happy new year everyone, I'm using the 64bit version of Vista Ultimate, I
have an ethernet connection to a cable modem & no home network, IPv6 is
disabled.

When I set the firewall to block all outbound connections but allow a few
exceptions, the programs exempted from this rule can't access the internet
any longer for example Internet Explorer, Windows Mail etc, irrespective of
what profile they're under e.g. public ,private or domain.

The problem persists even if I change the network location type from public
to private in the Network & Sharing Center, is there a way to resolve this
without having to set 'Outbound connections that do not match a rule are
allowed' in Windows Firewall with Advanced Security?.

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