choosing in which zone allow an application

Hi I’m a new user of Comodo PFW,
I’d like (as far as I did not find a way to do it), when popup ask for allowing an application, to choose for which zone it can be allowed to connect.
So if I start an application that I want only to connect in local network, I would like to be able to allow in the zone I specify directly on the popup.
Actually I deny on the popup and after I have to go in security-application monitor to set the specific zone I allow.

Sorry for my English and thank you for your attention.

(V)