Do not show popup alerts???

If I enable do not show popup alerts block requests (this is more secure?) but will it affect other programs/my system trying to make connection(s)?

If you select that all requests will simply be blocked. Thus, any unknown applications will not be able to connect, which in some ways is good. However, you will not get a popup which allows you to selectively allow those which you trust.

Does that make sense?

Yes, that’s great - thank you.