Firewall to use with Mobile Hotspot

I'm using my tablet's Hotspot feature to connect to my laptop and use it as a kind of network server.

I'm looking for a firewall for my Windows 7 laptop that will ask permission to access the internet for every single program, every single time it attempts to establish a connection- allowing me to connect to my tablet's Hotspot to stream movies and such from it, but preventing unwanted data usage.

I don't want to shut down everything completely, I want to be prompted with the option.