Firewall question - Prompt?

Hi there everyone.

 

The other day I downloaded the  15 day trial of NIS 2009.  I've been using the Zone Alarm suites for quite some time and I've been very pleased with NIS by comparison,especially when it comes to speed and AV coverage.  -two thumbs up-

 

My only question that's keeping me from registering and commiting is that I'm quite fond of the ZA firewall in that I can set it to prompt me when local apps attempt to connect out.  Once approved they can connect out, but I get promppted before letting anything new out.  I've been poking around and I cannot seem to find a way to get that behavior in the firewall in NIS.  Am i just missing something obvious here?