There is the following Guide, which explains how can I block internet acces but allow the LAN access.
That is exactly what I want, but I also want to put exceptions. I want that by default Comodo Firewall will block internet from everybody, don't even have to ask. And everybody can access the local network (for example, games to play).
But I need exceptions like browsers and messengers.
The way the guide explains I cannot make any exceptions.