Greetings,
I had the same problem till i added as a safe application this
C:\ProgramData\Battle.net\Agent\Agent.1544\agent.exe
the only thing is that each time a new agent comes up you will have to update the list at your firewall
for instance after a week or so the path will be
C:\ProgramData\Battle.net\Agent\Agent.1566\agent.exe
or what ever... so far this is the only thing working for me. ofc you can go with the zone thing i saw someone posting upstairs

regards,
Papatrexas
