Let me first say this a bad subject title. Try to make it better next time, that is: a better description of the contents of your post or problem or question.
Then let me asked:
1. What do you mean with a 'compromised IP-address'?
2. What firewall do you mean.
If the IP address of a machine is compromised, how can I make sure that only outgoing connections initiated by this machine are allowed to go through the firewall.