I've written about the fallacy of outbound protection several times, most
recently in the June issue of TechNet Magazine:
http://www.microsoft.com/technet/technetmag/issues/2007/06/VistaFirewall/default.aspx.
The article mostly explains changes to the firewall in Windows Vista, but
includes a section on why we continue to omit the kind of outbound
protection you see in other firewalls.
I'll quote one paragraph here:
There’s an important axiom of security that you must understand: protection
belongs on the asset you want to protect, not on the thing you’re trying to
protect against. The correct approach is to run the lean yet effective
Windows firewall on every computer in your organization, to protect each one
from every other computer in the world. If you try to block outbound
connections from a computer that’s already compromised, how can you be sure
that the computer is really doing what you ask? The answer: you can’t.
Outbound protection is security theater--it’s a gimmick that only gives the
impression of improving your security without doing anything that actually
does improve your security. This is why outbound protection didn’t exist in
the Windows XP firewall and why it doesn’t exist in the Windows Vista
firewall.
Steve Riley
(e-mail address removed)
http://blogs.technet.com/steriley