There is a powerful firewall built into the UNIX underpinning of OS X, but getting access to its power is sometimes difficult. GlowWorm FW Lite
is a network utility that allows you to control outbound network traffic on your Mac. You can set up relatively simple rules by which "you can easily define the behavior that is acceptable on the basis of a particular application, host or ip address, port number, and any combination thereof, and what action to take if such an event occurs." This seems to be similar in functionality to the Little Snitch
, but Glowworm is free (however the registration process is slightly arduous).