New bug about the part of firewall(

The program starts quickly , but the firewall part works after a long time , before it begins to work , it would block connecting to the Internet . I import a saved configuration , the HIPS part works well , but some rules of the firewall part don’t work , some progarms had rules in the firewall part , when they want to connect to Internet , the firewall would alarm me about that , I need add the same rules for these programs . if the firewall don’t begin to work when those programs have a request , the request would be blocked and there is no alert .
OS : windows xp
AV: Kaspersky Anti-Virus 7.0