setup cannot pass firewall - why ?

QuickInfo: Setups from giveawayoftheday cannot pass firewall

More detailed:

Hello,

I am using Sophos Endpoint Security since 2 weeks on Win7, because the “computer center administrator” (?) at university. told me to use it.

Before I worked with Tiny Firewall 2 , then Kerio 2.15 (Win98, Win2k,  XP) and then Kaspersky (XP) and last Comodo Firewall (XP).
All worked well, but all got problems with rising operating systems (win98, Win2k, XP) – Comodo was bestworking. But I am open minded.

So.

Two weeks  ago I installed Win7 (legal !) and directly on that fresh system this Endpoint Security 10. (legal from university server with granted permission to use ! )

All worked well.  I got asked if MS defender might update. Mhh, no not that moment. :)
I got asked by svchost.exe if a refrigerator or so is in the near. => Of course there is. But no … no connection wished.
and so on. Also WindowsDefender and USBConnection Controller asked. But were blocked. Just for fun. Also InternetExploder wanted when I accidentaly clicked on an URL in a folder. LOL.

Then I installed and started Firefox – and I got asked. => Yes, he might connect.

The same with Thunderbird. He connects to my university mail server now.

All without problems.

Between I got asked if I want to download via ftp port with firefox adobe reader from ftp.adobe.com server.

Hey, cool. All OK. All works.

But only one type of program makes me sad.

It is a setup from www.giveawayoftheday.com.

I like that homepage. They offer a program for free every day.
The downloadable setup from that page is a kind of a wrapper. ... means:

The executable starts on double click and tries to download a key from that mentioned homepage to decrypt the true contained packed program installer. (This is normal, because the offered program is free to install on only that day and not any time later)
In past I sniffed the traffic it sent  and in my view it does not send any sensible private data from my computer and simply does what it is allowed to do.

I had no problems doing this procedure with ComodoFirewall and previous. (on XP pro sp3)

It asked, if setup.exe might connect to giveawayoftheday.com. (only one Time, “as Browser, etc.”, and with special rule). OK, I allowed one time. And the setup connected, decrypted successfully and all was OK.

So. Now I have installed Win7 and Sophos EPS. (since above mentioned 14 days)

The first time I started one of those wrapper setups first day
(the wrapper in each setup is nearly the same, but the complete setup package is different size and md5, etc. every day, of course, because every contained program that is spent is different big)

nothing happened. No Sophos EPS Window popped up – like it did when I used Firefox, thunderbird.exe, filezillaFTPclient,  etc.
Nothing. No Request. No information. Nothing.

[URL=img7.imagebanana.com/.../activating20120622_215011.png][IMG]http://img7.imagebanana.com/img/il1ztjb4/thumb/activating20120622_215011.png[/IMG][/URL]

And so it could not connect. BUT WHY ?

I tested this before using Thunderbird, filezillaFTP etc.

But in between I have some rules for some common programs. (FFbrowser, TBmail, FTP programs)

Then I exported all firewall rules. => Configure Firewall => Manage Configuration => Export.

Deleteted all applications in > configuration>application-Tab.

But same reaction. NOTHING happened. NO ASK.

SO what goes wrong?
Of course I do not need those priceless programs for my life. But WHY does that not get any way to inform me by firewall that it want’’’’s out?

• I have deactivated ONaccess-Scan ...
• and Firewall WORKMODE is  : [x] interactive. Firewall asks how to handle traffic

(but I guess it anyway does not belong on this 2 settings)

What CAN I change in my settings to let it pass?

Many thanks for answers !!

I hope you can read my description.

I can give more information when asked.

Win7 HP SP1
Sophos EPS 10