Panda firewall - allow unlisted app?

I'm using a trial version of Panda Titanium 2006 - so far I really like
it.

One question: how do I configure the Panda firewall to allow a program
(Second Life) inbound/outbound access if it's not listed in the
firewall's program list? If the Panda firewall is enabled, Second Life
can't connect - but it never gives me a notification asking me if I
wanna "unblock" or "continue to block" like the XP firewall does.

With the XP firewall, Second Life is listed in the Exception list and
it allows it to connect just fine.

I tried searching Panda's knowledgebase - nothing about manually
adding firewall exceptions, or what to do if a program's not listed.
Any suggestions will be appreciated.

thanks, JohnB