OK.
Erm, lots of activity here.
BlackIce, as I mentioned above, got in bed with Microsoft. So you can't assume that you can block certain things that MS don't want you to. Which sucks!
As for port tweakage, Zone Alarm pro does let you. The new versions of Pro are actually very good, and I find preferable to hardware firewalls, which by their very nature suck. I was having various problems with freeing up individual ports for certain purposes and found the new version of Pro let me do so, with, well I won't say ease for most people.
Oh, and as for Outlook, since I don't know if this was addressed... It's dangerous too. I don't know how well they fixed problems with it, since well, it's MS, but the preview pane and the lack of real options allow it to selfrun macros through HTML emails. This is not good.
I stuck with Eudora, since it allowed text only email (all you should need, though I'm a utilitarian geek), for years, until switching to Thunderbird recently.
More info may be needed on the Outlook issues, since I knew of this problem a year or so ago, and have just laughed at the idea of using it ever since. And this is Express I am talking about at any rate.