After some dissapointing experiences with other firewalls I thought I'd look at Windows firewall. The very first thing I notice is that, unlike just about every firewall product out there, it has no provisions to ask you about blocked connections and allow you to create a rule at the time. Example, I run Yahoo messenger, other firewalls detect it and ask me what kind of rule I want right then and there. Windows firewall ignores it and happily blocks it. Is there no feature in Windows firewall to do this? Do we have to manually create rules for any applications not already on its list?