Thanks CestLaVie for this one:

Software firewalls deployed by millions of PC users offer only illusory protection against Trojan horses and other malicious programs, security experts warned today.

Techniques for defeating the outbound data filters in popular personal firewalls such as Zone Alarm and Norton Personal Firewall have been independently posted on the Web by several researchers. Using the methods described, a rogue program could upload private user data without being detected by the firewall, the experts claim.

Read more