How can I make network firewall for windows which allows/blocks a particular application from using network? Which is the best language for doing that?

Why would one do so when you can use the built-in Windows firewall?

Writing your own firewall is a really complex topic requiring a lot of knowledge about networking and Windows internals.

http://www.howtogeek.com/112564/how-to-create-advanced-firewall-rules-in-the-windows-firewall/?PageSpeed=noscript[^] is a very good HowTo about advanced configuration of the Windows firewall.

If you need to setup rules from your programs you may check how the Windows firewall rules can be deployed. A starting point may be http://technet.microsoft.com/en-gb/library/deploy_ipsec%28v=ws.10%29.aspx[^].