It is normal that the firewall protection shows the message
Inbound connection attempt
on opening a program that needs to allow inbound connections to
Check carefully the name of the program that appears in the
pop-up warning (it will usually be the name of the program you have
just opened). If you trust the program in question, you must allow
If you don’t, the program will block the inbound connections
that the program needs to work properly.
If the program is unknown or you don't trust it, we advise you
to deny the connection.
In any case, remember that you can change the permissions
assigned to a program through the pop-up warnings at any time, by
changing them in the firewall settings.
When one of the programs installed on your computer has been recently updated and tries to establish a connection through the Internet, the firewall will detect it and display a warning asking you whether you want to allow the connection.
If you trust the program in question, allow the connection If you don’t, deny it.