Spotify - allowing incoming but block outgoing

[SirBC]

The music streaming service Spotify uses a P2P setup so that when you select a song to stream, it will query and stream from other users who have the song cached before it attempts to stream from the Spotify servers. They are a little sneaky in this regard as they don't really advertise this up front, although it is mentioned in their help files.

This means that if you are using the service to stream music, you are also serving music, which can use a significant amount of outgoing bandwidth.

I'd like block outgoing connections while allowing incoming connections. Has anyone successfully done this? It looks like the outgoing connections use a very large range of ports so I'm not sure if it would be feasible to block all of them. Perhaps protocol control would work?