Netgear WGT624 Please help with the firewall setup

I recently bought the above mentioned router/firewall and needless to say I can't get the firewall to block any applications. it has a screen to enter in the following:
Service Type = drop down list w/ user defined or some predefined programs.
Protocol = tcp or udp or tcp/udp
Starting Port (1~65534)
Ending Port (1~65534)
Service Type/User Defined (from my understanding this is just for my refrence... i could type in anything here. ie "my_mom" please confirm.)

Filter Services For :
Only This IP Address: . . .
IP Address Range:. . .
All IP Addresses

Here is what I'm running into. I was playing around to try to learn how to block different services from accessing the internet. I am using TCPview to see which port they are using. I tried to block kazaa for instance. I checked for the port range that it was trying to use, and I ended up w/ a port range of 1000 ~ 5000 (program actually didn't use the full range it was more like 1214 ~ 4000+). And kazaa was still able to acccess the internet. I blocked a port range from 1~65534, and sure enough kazaa couldn't access the internet.... but obviously nothing else could either. Please help. I am blocking the port numbers that I'm getting from TCPview and it really doesn't make a difference unless i block them all, which is pointless I might as well disconnect my cable modem.

BTW I have also been trying to use portmagic, which asked me if i wanted Kazaa to open any ports, which of course i said no... then found myself searching for porn on kazaa. So portmagic really didn't seem to help.

I don't use Kazaa and don't know what port range it uses, but a lot of similar programs can fall back to port 80, if their normal port range is inaccessible.