When the enable connection window appears do you..

have to check every box when you want the firewall to remember your decision ? It says 1/1 1/2 1/3 etc the longer you leave the menu on the screen as whatever the firewall is blocking is trying to connect…

No, you won’t need to check every box if you check ‘Remember my decision’.
If you have alert frequency level set at low, you’ll only get two alerts to answer, connections going in, and connections going out. If you have it on very low, you’ll only get one alert per application.