With regard to Stash and Nocmonkey's views, I would point out that I have recently discovered my computer trying to access the internet on port 139 ONLY because Kerio (v.4) popped up an alert to let me know.
It is not benign, as the destination IP's are not microsoft.com, but among others, .jp, .mx, and most of them not fully traceable.
I have run, literally, half a dozen virus scanners : AVG, F-Secure AV, Kapersky AV, Avast AV, and AntiVir
Not to mention TDS-3, Adaware SE, Spybot SD, Zero Spyware, Pest Patrol, Spysweeper
HiJackThis shows nothing of signifigance, and I'm currently combing through loaded drivers (according to the W2K reskit)
Stash writes: "Once something malicious gets on your machine, the game is over, and you can no longer trust that machine."
I tend to concur - the only reason I haven't dropped all and reformatted is that I need to find out where this came from to prevent it from happening again.
If I was using window's integrated firewall, my data would be as safe as it is now (It's not going anywhere)
BUT you would never even know that there was a potential problem.
Not trying to get my problem solved here or threadjack, but unless you want to play the "what you can't see won't hurt you" game, IMO, alert/logging on outgoing attempts remains a legitimate benefit to overall system security.
Edit: Of course, "MO" is not that of a security professional, and it is coming from someone with a probably compromised system ...