OpenDNS Updater and Network Security Policy/Computer Security Policy

I just started using OpenDNS, and installed their DNS Updater program. It automatically updates my internet ip address with them for customized settings on their website. When I installed it, I answered allow this request when it alerted me, but didn’t select remember my answer in neither the Firewall Alerts nor the Defense+ Alerts. It automatically created a custom rule in both places. I thought it wasn’t supposed to do that, so to make make sure I hadn’t made a mistake, I deleted the rules, restarted Windows, and they were both back. Am I doing something wrong? I thought it would only create a rule if I selected remember my answer. Can someone enlighten me?

Thanks in advance,