networking - Limiting network connections to specific sites when travelling / tethered (in windows)

I often find myself accessing the Internet while travelling via either (gasp) dial-up or via a very limited data plan on a cell phone. I'd like to make sure that my laptop does not use the network connection for routine but unessential tasks [backup over VPN, uTorrent if I accidentally leave it running, etc].

Under Linux, I could easily do this using iptables. I'm looking for an easy [one click activation, or one script] way to do this under Windows XP.

Note that my machine does not run the Windows firewall [corporate policy], but a different one, and I can't modify the rules it imposes [including adding my own]. I do, however, have administrator access.

Thanks