SauliusZ: You want to use Mod_security to do what you want to do, not a firewall. Too many rules can cause serious problems.
With mod_security, you can block various things server wide or domain wide or server minus list of domains or only certain domains or any combination you care to imagine.
Various things include contents of user agent or even an IP address or list of IP addresses.
Note that the more rules you have in mod_security, the more memory EACH apache process takes. An alternative to having a huge list of IP addresses is to set up a dnsbl with your bad IPs listed in it, and have mod_security do a lookup on each connection. In this way you use almost no extra memory.
Unfortunately, creating *sensible* mod_security rules is not that easy. It comes with a core set that you can look at and experiment with, but keep in mind that the default core rules may cause problems with various applications because mod_security is meant to be used for much, much more than just what I've described.
As an alternative, you can look at ASL from
www.atomicorp.com. This is a subscription-based service that provides everything you need to get up and running with mod_security.
You would need to manually set up a dnsbl (very easy though) and populate it with data. Or you can add a big file containing all the IPs you want to block. Or one line containing a user agent you want to block (though it is probably already in the rules).
Do keep in mind what I said before though -- using a full set of good rules uses a lot of memory per apache process.
DogDon'tHunt: The Plesk firewall works fine under normal circumstances. Things only go wrong when you have "too many" rules. If you have no significant number of rules then the cause of your problem is different to the OPs and you should really create a new thread to discuss it and see if anyone has any ideas. I'm afraid I don't have any ideas I've not come across it myself. It could be a bug, but it isn't one that I've read about or seen personally, so it could equally be something unusual about the configuration of your system, or a misconfiguration of something or other.