Can't add rule for app in Defense Computer Security Policy (bug or not?)

I am trying to make rules for an application before launching it. I go to Defense + → Advanced → Computer Security Policy.

I need to point to the executable (Doom3.exe) in this case. I assume I need to select Search in the Application System Activity Control dialogue box. When I do so noting happens. The other options don’t give the opportunitie to navigate either.

Is this a bug or is there something in my settings that is messing here?