V3 - cannot change Stealth Ports settings


I am a complete newbie to this firewall, but I am trying to find an answer to this question.

When I try to change the settings in the Stealth Ports to ‘Block all Incoming connections’ the message says the settings have been updated, but when I check, it constantly shows ‘Define a new trusted network’ - I cannot move it from this.

Am I missing something, everything else is set on the default settings and appears to be working OK.

Checked in all the FAQs and search forums, but can’t find this problem anywhere.