Can't add rules under Terminal Services session

I’ve had this issue for a while and I can’t seem to find a solution for it. There doesn’t seem to be any mention of it on these forums, so here goes.

My firewall is set to Custom Policy Mode, automatically asking me for a response whenever an unknown application tries to make or receive a connection. Defense+ is turned off.

Now, I use Terminal Services/Remote Desktop a lot. However, whenever I’m connected to my machine via a TS session, the firewall does not show any alerts. Any connection from or to an unknown application is silently denied. To make matters worse, even if I subsequently define the application as trusted in the Policy dialog, all connections are still blocked.

If anyone could shed some light on this matter, I’d be most grateful. Like I said, I use TS quite often and it’s becoming really annoying that I have to be at my PC whenever I deploy a new network-enabled application.

Just in case there is any ambiguity, I’d like to stress that I can establish the TS connection to my machine just fine, as I have the firewall set to allow all traffic on my LAN. The issue is with applications running in the TS session.