Then you have to do it one by one in Windows firewall or some 3rd party softs also offer this, but at a cost.
And most of the time those just make changes to the Windows firewall anyway.
Use this batch file https://dl.dropboxusercontent.com/u/18574055/auto_addfwrs.bat
, put in the root of the folder you want to at to your exclusion list and run as admin.
Just n case you don't trust some piece of software that has no reason to connect to the net.
Works great and saves lots of time.
Right click edit if you want to look at the source to make sure you can trust it.
Found on the net, not mine.