How to set up Firewall to alert me of all incoming requests ?

I have CIS 5.12.something installed on XP SP3 and have problem with firewall to allow some incoming connections ( I have posted that problem in the topic linked below, but it didnt solved my problem )

https://forums.comodo.com/firewall-help-cis/cis-5102282572253-firewall-does-not-allow-net-use-command-t97657.15.html

Question is simple : How to set up Firewall to alert me of all incoming requests ?

Click on ‘Stealth Ports Wizard’ in Firewall Tasks

You have three options to choose from:

1-Define a new trusted network
2-Alert me to incoming connections
3-Block all incoming connections

You must choose Alert me to incoming connections and make my ports stealth on a per-case basis

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An add-on question if I may. Can I single out programs to block? e.g. “No incoming allowed for Comodo FW?”

Yes, it’s very easy…

You can set the firewall security level on Custom Ruleset mode.

Is there anything special to do? I’m under the impression these ruleset popups are only asking permission for outbound. Better pay attention next time. Does it specify in the pop up "this is in-bound’?

It often includes this description:

(ApplicationName) could not be recognized\or safe and it is about to receive a connection from another computer