Install free Comodo Internet Security.

Disable DNS cache service so that all your apps resolve DNS themselves (can only be done via the registry, change the service's startup type from 2 (auto) to 4 (disabled)).

In CIS, create a new group for all files under c:/windows.

Create a rule denying all in/out requests to that group.

Create a rule allowing only DHCP and NTP requests (255.255.255.255:67 and <whatever-timeserver-you-trust>:123) for svchost.exe (place that rule above the one for c:/windows to ensure precedence).

Use third-party utilities instead of the likes of ping.exe, e.g. hrping.

Refer to CIS documentation in case of any troubles.

Enjoy your privacy-hardened windows.