Such a topic was rised in CIS Firewall Help section some time ago, and the answer was:
I tried to double-click with no result - the list just sorts by ascending or descending order. You can simply begin to type a path to an application in list, but not anyone remembers the path, for example, I do not know the path to svchost.exe and would like to quickly find the entry in large list of applications.
So I would like to propose developers to implement Fast Search function, it would be very useful to type only first letters of an application (without path) in list to find the entry.
Thank you very much for attention.
mod edit: typo corrected in Poll Question.