For those on Windows, http://www.sphinx-soft.com/Vista/index.html does the same using the native firewall (so no 3rd party dependencies, services, or bloat) (though they've ~recently added paid licenses with more features to their basic offering).

I only wish it were cleaner and simpler. I don't think the Windows Firewall API is too bad, I should add this to my bucket list of open source software to write that I'll maybe get around to in the next 20 years....

> Simple tool to configure Windows Filtering Platform (WFP)

So much better than anything else I tested. Easy to import/export rules (XML) and there's also portable mode and advanced options (that goes beyond the simple UI you can see in the image).