Winamp is not blocked by CFP

I just installed Winamp V5.531 on Windows Vista. I noticed that even when I remove access to it to the internet, it somehow get through.
I removed access by deleting the access rules, not by blocking it outright. While I don’t have a problem with Winamp, I’d like to know why this is happening and if some other malicious programs could get through as well.

Winamp is not block for me either and that’s normal. Its called a white list of trusted programs. Every firewall out there has a preset rule for most used programs. Most people would say the opposite of you. Why does Comodo alert me about Winamp when Winamp is well known and trusted program? Hope this explains things.