Block All Connections but ___

Okay. I know with some firewalls there is a way to block all access to the internet, I already have a firewall though. Here is what I am looking for:

I play an online game that is very ping-dependent. I am not not behind a router. Is there a tool that will temporarily block all processes from accessing the internet but one, or the ones that are specified, temporarily?

 

what firewall do you have?
Most good firewalls will let you configure things like like that with advanced rules... you should be able to set it up for specific IP addresses, ports and processes.