there is a neat little program you can get to stop bots from connecting to your machine.. its called peer guardian, and its available at
http://methlabs.org/methlabs.htm get the newest version. 1.99
basically this program has a list of ip ranges which are owned by these evil corporations, and it blocks them from accessing your machine..
wont help you block your ip when using kazaa etc.. but it is nice to see whos trying to spy on you and stops them dead in their tracks.