Firewall blocking Share Data Updates

I upgraded to CIS version 4 in the last month and my firewall is now blocking my updates for my share price data. I have disabled the firewall whiile doing the update and that fixes the problem but would prefer not to if there is a solution. I didn,t have this problem with version CIS 3.
The program i use to update the data is Bodhi3 Freeway put out by just data here in oz.
Any solutions would be greatley appreciated.

Go to Firewall → Stealth Port Wizard → Alert me to incoming then start your updates and when CIS show pop ups you check Allow!

Many thanks for the help