1.i haven't tried netveda firewall so i can't make suggestions
2. Outpost Firewall is good but I'm using Zone Alarm security suite
3. You can only use one firewall at a time, having two can cause system instabilities.
4. from what I've experience setting "block all" is like locking up all internet access so i recommend that you set your firewall to "Auto-learn" or "Learn Mode"