If you’re concerned about Mac security, Little Snitch does what your Mac’s firewall cannot. It protects and alerts you whenever a Mac application tries to communicate from your Mac to wherever. You would be surprised to know how many Mac apps and utilities phone home. A Mac’s firewall protects against unwanted intrusions. Little Snitch protects against unwanted, outbound connections from your Mac.
Little Snitch informs you whenever a program attempts to establish an outgoing Internet connection. You can then choose to allow or deny this connection, or define a rule how to handle similar, future connection attempts. This reliably prevents private data from being sent out without your knowledge.
9WR – Little Snitch: Outbound firewall alerts Mac user to outgoing communication requests.