The Ashampoo FireWall application is not available anymore. I've tried to download it, but it was impossible since the download button redirects to the homepage of Ashampoo. Based on the images available for the Firewall, simply click Edit Rules and follow the instructions on screen to see how a URL can be allowed or blocked.
For a more pro-active solution, I strongly recommend installing apps that are updated regularly: http://software.informer.com/search/internet+security