I am looking for a good firewall that is able to block access to the internet when my VPN connection is terminated suddenly.

I am a paid subscriber of a commercial VPN service provider. My OS is Microsoft Windows 8 Pro, 64-bit.

I always connect to my VPN service provider first before surfing the internet.

What I want is for a firewall that is able to block access to the internet when the connection to my VPN service provider is terminated abruptly.

Will Zone Alarm Pro be able to help me with the above?