Here's a good explanation for how to set up a set of
Network Control Rules for CPF, with some specifics for LAN, bitorrent. These should allow/help you to get your rules set up. Please note: this explanation was written based on an older version of CPF; the facts are the same, but some of the language is different in the current version.
If you do not need to have other computers on a LAN connect to yours, or have game-specific port issues and whatnot, you only have two basic rules needed:
Your base rule: Block (& log) IP In from IP Any to IP Any where IP Proto is Any. This keeps
everybody out (if you have to connect to others on a LAN, this will block that, too).
Your next rule: Allow IP Out from IP Any to IP Any where IP Proto is Any. This allows you to connect & surf, download, etc.
Read m0ng0d's post. I'm sure you'll find it helpful.
Your Network Control Rules regulate your computer's connection to the internet, not your programs. The Application Monitor is where you set rules for your programs, which is a separate deal. When you allow or block an application from connecting in the Application Monitor, you are doing so based on your established Network Control Rules.
Hope this helps,
LM