What you want is a firewall that uses deep packet inspection so that only data meeting your specifications get's through aka it's an XML file with the correct schema. Unfortunately, you can't exactly trust of the shelf Software for this stuff, however a firewall can be far simpler than a modern OS so they tend to be much more secure so you are reasonably safe just updating the inspection code. Though if you have a sufficient budget or are overly paranoid you can build your firewall from scratch. Also, what you do at the endpoint matters, opening websites in IE is going to be far less secure than say doing day trading using custom software.

That said, the usual rules of defense in depth still apply, ensure that your machine can only talk to a white-list of IP address, etc etc.