Little Snitch gives you control over your private outgoing data.
Track background activity
As soon as your computer connects to the Internet, applications often have permission to send any information wherever they need to. Little Snitch takes note of this activity and allows you to decide for yourself what happens with this data.
Control your network
Choose to allow or deny connections, or define a rule how to handle similar, future connection attempts. Little Snitch runs inconspicuously in the background and it can even detect network-related activity of viruses, trojans, and other malware.
Full list of changes available here