DroidWall (firewall app) alternative for non-rooted phones
Mobiwol is an Android firewall application that does not require root. They somehow use the VPN interface for firewalling (without actually connecting you to a VPN server).


  We've used technology available to us from within the VPN packaging
  module offered by Android to be able to gain visibility to your
  applications' network activities


I tried it and it works fine for ICS.

Should be compatible with any device running Android 3.2 or later