Source Port 0 might indicate unsupported protocol traffic. Do you have the Firewall Option "Allow traffic for unsupported Protocols" enabled? This option will allow unsupported protcol traffic through the Firewall/NDIS drivers, instead of being blocked.
Thanks for the response. Actually HIPS is saying that it is TCP. The log entry looks like this:
"Blocked Outgoing TCP - Source xx.xx.xx.xx : (0) Destination xx.xx.xx.xx : netbios-ssn (139)"