Stuckfree,
If you are using a 3rd party firewall, just leave well enough alone then.
Which 3rd party firewall do you have installed? It should have disabled the Windows Firewall when it was installed. If not, disable the Windows Firewall yourself and leave it disabled.
If the Windows Firewall is disabled, and you remove the application from the Windows Firewall you will recieve no prompt box to allow or disallow.
Now, if you remove the application from the 3rd party firewall and add it to the do not allow list, that firewall should request permission to allow the app or not.
By the way, which application are we talking about here? Any particular one?
PS: Please call me Donna. I believe this is the only forum that I have not had my username changed to DonnaB. I registered here just before applying to the malware removal training program from which I have graduated from. I do intend on contacting the Admins here at the Vista forums to have them change my username, so you may see that my name has been changed the next time you reply. So don't freak out! Ok!