How to block internet access of all apps (except browser) when using 3g usb modem?
Yes, (assuming you are using Mac OS X), but you're not going to like the answer: pfctl. (Prior to OS X 10.7 Lion, the firewall was ipfw.)
Also, alternatively, you can use the GUI to configure pfctl (or ipfw).

Also, OS X includes an application firewall :

Allowing specific applications
To allow a specific app to receive incoming connections, add it using Firewall Options:

Open System Preferences.
Click the Security or Security &amp; Privacy icon.
Select the Firewall tab.
Click the lock icon in the preference pane, then enter an administrator name and password.
Click the Firewall Options button
Click the Add Application (+) button.
Select the app you want to allow incoming connection privileges for.
Click Add.
Click OK.
You can also remove any apps listed here that you no longer want to allow by clicking the Remove App (-) button. 



There is also a third party application that is very popular called Little Snitch that will do what you ask.

Although I wouldn't recommend it for your purposes unless you were using it to learn about it for its own sake, OS X 10.6 Snow Leopard and above includes a sandbox facility (be sure to read the man pages listed under &quot;SEE ALSO.&quot;)