Verification prompt for all outgoing programs accessing the internet?

I have comcast, and I've just switched over from macfee to norton. I had my macfee setup to ask me before ANY access of ANY program that wanted to hit the net. How can I setup Norton this way? I assume there's a prompt that says.. allow access, allow access one time, or block access.

 

Norton Security Suite

  • Version: 4.0.0.127
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    Thanks for the help!!