An unknown service port is starting on your Mac Norton Security 2015

When this popup appears on my  Mac Pro 2008 

There are four options to pick:

1. Allow all connections to this service 

2. Allow local network connections 

3. Deny all connections to this service 

4. Don't change firewall settings 

My question is which option should I select? If I select "allow all connections to this service', will my security be compromised?