Many applications like the one you are currently using are not properly configured upon installing and you encounter problems. These applications are designed to protect you but sometimes developers forget to configure first time installation to allow network traffic. In this case you need to open the main window of the software and create a general rule so that Internet for the local host is allowed. Then you can customize it anyway you like. It is recommended that you set up the application to use the Interactive Mode so it memorize what are you doing and in the future to act based on the rules you've set up.
