How Do I Define A New Trusted Application?

I am using Comodo Free Firewall on a Windows 7 Professional machine. I would like to tell Comodo to allow software named Printer Pro Desktop so the Firewall box won’t appear asking me how Comodo should handle it. I looked on the Comodo help website under Define a New Trusted Application but the instructions and dialog boxes, etc. appear to be different than what Comodo shows on my computer screen.

Can someone please tell me how to Define A New Trusted Application?

Also please explain what the Sandbox is and what it is used for.

Thanks very much for your help. Bill