Windows 7 Firewall Question

I've been playing with the Win 7 firewall, specifically the *OutBound* rules.

I made a rule for IE8 and can toggle it on or off to respectively block or allow IE8 to the
internet. My question is, is there some setting where it will notify my (by popup) when
IE8 (or any application) wants to access the web and then let me decide at that time
what to do, preferably with a checkbox for remembering my decision?

I'm considering just using the Win 7 firewall to replace my standalone firewall, but
if it can't do that (like, say, Zone Alarm can) then it's a no-go.

So far, I'm only aware of notification for *InBound* connections (i.e. server programs).

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