Creating a firewall policy

Guys,

I'm not very familiar with Sophos products and need some help.  I have Sophos Enterprise Console version 4.7.0.13 and Enpoint Security and Control 9.7 I'm trying to buld a new firewall policy from scratch which I plan to roll out to all clients.

I'm following the best practises as laid out by Sophos in the follwoing document (see method 1)

http://www.sophos.com/support/knowledgebase/article/63997.html

I'm logged into the test machine as administrator and configured the firewall to "allow by default" and launched some of our standard applications.

I opened the firewall log and tried creating rules based on these applications.  However when I right click an event I'm not presented with the option to create a rule.

Any Ideas?

Thanks in advance for your help.