closest thing i have found is an Azureus (torrent program) plugin "safepeer", which stops an automatically-downloaded list of IPs from connecting to you. there is also a program called "Little Snitch", but that program is more of a firewall that stops certain programs from sending your info to their companies servers.
If you download torrents and use Azureus, you can automatically install 'safepeer' through the "plugin installation wizard" right inside of Azureus.
Bear in mind that many people here don't use Windows all that regularly (or only at work without admin priveleges) so they may not be aware of what PeerGuardian does (and don't have the inclination to go off and research it).
A summary of what it does and why you want it might help so that anyone running a similar solution on the Mac can help even if they're currently unaware that it's like PeerGuardian.
PeerGuardian is a premier IP blocker for Windows. It has features like support for multiple lists, a list editor, automatic updates, and blocking all of IPv4 (TCP, UDP, ICMP, etc). PeerGuardian is the safest and easiest way to protect your privacy.
It helps combat against --> Ads | Anti-P2P | Educational | Government | Spyware.
i have tried vanguard but it messes with the apple firewall and other things thus not at all safe i think. PG is very good but only for the windows platform.
If you read this site you'll see why I said they're of dubious value. http://ambrose.spymac.com/
Peer Vanguard has been running on my setup for a while noprobs except it hogs cpu when it updates once a day I'm about to reinstall OSX and won't reinstall PV as I don't see its value.