So this is what I have further found - running Windows 8, 64bit.

I have now tried 3 different personal firewall systems; (1) Eset Smart Security, (2) Comodo personal firewall, and (3) Zone Alarm free. Here's the thing: even if I allow all outbound requests from Windows (and inbound where relevant) my internet connection eventually fails - within 10 hours or less - and requires the machine to be rebooted. Even switching off and on the wifi and reconnecting to the router fails to give me a decent internet connection again. I need to reboot and start again. If I uninstall all personal firewall software and just leave the Windows 8 firewall (outbound only) running then my internet connection stays up all the time.

Has anyone managed to run a 3rd party personal firewall application on Windows 8 for a day or more without problems? I'm curious...