Block All new Internet connections

Hello to all. Sorry for my bad English.
I can’t to configure my CIS5 after upgrade from 4 version. I want, that CIS block ALL new applications (first run) to Internet and ask me a question about it. After asking I want, that CIS save my answer about this application. It worked perfectly in CIS4 by default… Now CIS create new rule for all applications and allow connections to Internet. How I can fix it?
Many many thanks!