I just tested LeakOut, and was pleased to find that it was blocked by the application launch control feature of Sunbelt Kerio Personal Firewall (free version available), which was configured to ask the user for permission when a program attempts to start another program. Kudos to Sunbelt/Kerio for protecting against this.
On a related note, the DLL dropped by the FireHole program you link to was blocked by Avast anti-virus as a generic Trojan (free version also available).
(Disclaimer: I'm not affiliated with any of these vendors, but I just thought you might be interested in knowing what security products know how to handle this exploit.)