Trend Micro PC cillin Internet Security 2005 firewall ques..

Hi

I am currently trialling this software. Firewalls I have used in the
past have always brought up windows to ask if programs can connect to
the internet, eg games, firefox, thunderbird, messenger, etc and you
have to answer yes to let them connect. So far this program has not
asked me once and let everything connect. Surely this can't be right.
Could anyone put my mind at ease and say this is because the program is
so good it knows what is safe. Thanks.

Ian