Sonicwall - how to block UDP ports to prevent outgoing DDoS Attack

I got an email from our service provider implicating one of our IP's in a DDoS attack against a victim. We were probably smurfed in some way or something. Don't have much experience in this area.

The email states the attacking port was 161, a common UDP port for SNMP.

The IP address given to us as the offender was the IP of our Sonicwall NSA 2400

I ran an nmap query against that specific port and it tells me the state is "Open/Filtered". I'm running this query from outside my network.

I tried creating a LAN-WAN rule that denies UDP port 161 but that doesn't work. nmap still tells me the port is open/filtered. WAN-LAN rules already block everything except TCP 25 and 443 traffic.

How do I make sure I can block certain UDP ports from leaving our network, hence being "Closed to the public" and show up as "closed" on an nmap query