Volker, you're famous::)
As expected, there isn't a single software firewall that passes all of these so-called 'leak tests'. The best of them seems to be Jetico, which is pretty much what I expected also. Anyway, I posted this in case anyone is interested in this sort of thing. Just shows, as some here have said, that none of them can really ensure that nothing gets out. To see the test results, hit the TESTS link on the left side of the page and then View Results at bottom.