I wish to be ask every time for every application whether or not I will "Allow" or "Deny" that application to start.
Hello James,
by the above, I guess you want to control an application
launching? If so, then you may want to try a HIPS (Host Intrusion Protection System). A very good free program is
System Safety Monitor I have tried it with Comodo and the two seem to co-exist very nicely.
Hope this is what you are seeking.
Please do keep in mind that this could almost be considered overkill, but it should bolster your system security considerably.