Little Snitch out of the box has every port and access point to the internet open. Something is very wrong if it is stopping you accessing the inter web.
To use it properly you make "Rules" and it is these rules that determine what can and can't access the net. I use it and have it running all the time, because i like to know what traffic is going out and coming in, and at what rate/speed it is all happening.
For the basic user, the Firewall Apple has by default turned off is enough, but then again I'm not sure what sort of user you are.
It first came to light when certain people didn't want certain things "calling home" but thats another story. It has come along way since first coming out, and in the right hands is a powerful tool, so if you don't really need it, turn it off and forget about it.