If you want to prevent certain applications from making internet connections while allowing others you might consider installing something like Firewalk X2, set it to deny all outgoing connections and then enable applcations as you first use them when the connection alert pops up.
In Firewalk this works fine for most applications, but breaks for SMTP-Deliver when you are running your own mail server. I run Tenon PostOffice, and I guess the same will be true for sendmail or postfix and most others.
The problem is that Firewalk puts up the alert when SMTP-Deliver tries to make a connection, but then can't insert the path to SMTP-Deliver as it is located at usr -> local -> post.office -> SMTP-Deliver. Unfortunately, Firewalk won't let you enter the path manually either.
The way I got around this using Panther was to send an e-mail and wait until the server tried to send it and the alert popped up. I then used fast user switching to login as root and either wait until the server tries again, or resend the e-mail. The alert pops up and when you click Allow, the connection the path is correctly entered. Logout and log back in as your normal user and there you are, SMTP-Deliver is allowed to connect.
I suppose you could also just login as root and send an e-mail from there and the same thing should happen, but I haven't tried this.
Unless Little Snitch behaves differently this approach may also work for that too.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20031030144046118