It would be good if you could decide what setup is OK for you: default-deny, or default-allow with some restrictions. The first is the simplest, and most secure, but it would be convenient only in a semi-closed software configuration.
If you like default-allow setup then OSArmor would be probably the more comprehensive solution than Hard_Configurator (the last is strong when configured with default-deny SRP settings)
If you like frequently installing the new applications then forget temporarily about default-deny. You will probably come back later to default-deny, when your learning phase will be over.
Anyway, if you like experimenting, then you can try: ReHIPS, SpyShelter, Sandboxie, Shadow Defender, Comodo Firewall, and OSArmor. Please, be prepared to do some fresh Windows installations, because installing many security programs, makes the system to work strangely.