Firewall to prompt when program tries to connect to IP ?

[TheBiggestNoob]

Hi,
I've been looking for a firewall with specific capabilities for a long time and so far I haven't been able to find one.
I have ProgramA that is not a popular program and does not have a digital signature.It is designed to connect to internet.I'm looking for a way to control whether to allow ProgramA to connect to a specific IP or not.For example, it tries to connect to 1.1.1.1 IP today.I want to allow it and make a rule to permanently allow connection to that particular IP.If it tries to connect to 2.2.2.2 then I want to get a popup box again to allow/deny/create a rule for that specific IP.And so on...
None of the major firewall makers that I've tried offers this flexibility.I've tried Kaspersky firewall,TinyFirewall,OnlineArmor,PersonalFirewall,Windows Firewall,Comodo.
The way they work is when the program tries to connect to net, you either allow it or not but you can't control connection to specific addresses.With Kaspersky it was possible to switch the Application Control to "manual" mode but then it would ask so many non-internet related questions(popups about allowing the exe to run,allowing the GUI to open,allowing it to access registry e.t.c) that it's not practical to use it.
Do you know any firewall that offers that flexibility?
Thanks !
Windows 7 64 bit

[Geek-9pm]

Maybe your already  read read this:
http://en.wikipedia.org/wiki/Comparison_of_firewalls

Do you expect to get it free?

[TheBiggestNoob]

Thanks for the link.
I can't install Norton or Sunbelt(Vipre) because they require installation of the internet security suite but I already have an AV so I don't know how to do in that case.YouTube video reviews don't seem to show any advanced firewall settings.Outpost seemed to have some nice features on video even though not the ones that I'm looking for so I tried to install it for testing purposes but it crashed the PC then didn't properly uninstall itself so now when I try to reinstall it it says I have to completely uninstall the previous installation.Rebooted, removed junk files, all leftover files but still won't install.I don't really want to pay $ for a product like that to be honest.

The other ones were either tested or they require proprietary hardware or a different OS.If anyone uses Norton or Vipre, could you please give me a hint whether your firewall has the features I'm looking for ?I have also tried PC Tools long time ago and Zoner firewall yesterday.
Paid or free, doesn't matter as long as it's priced reasonable for a home user.
Any suggestions?

[Geek-9pm]

Before you install anything, set a restore point and reboot. To fully remove all bits of a program, use  one of the free uninstallers.
Here is one that works good.
http://www.revouninstaller.com/
I don't have any ideas.
Here is another list.
http://www.timberlinetechnologies.com/products/firewalls.html
Best I can do for you. 

EDIT: Forgot to mention;  Cisco has some great products.  -For a price.
http://www.cisco.com/c/en/us/products/security/firewalls/index.html