Firewall annoyance...

I'm sure many people are experiencing this problem, well not really a problem but more of an annoyance. I am talking about the firewall application built in Leopard. I have certain programs listed to allow incoming connections. It should be that the first time your start a 3rd party application, Leopard should only ask you once about accepting/blocking incoming connections and be done with it. Not so the case for a couple of 3rd party applications I have installed on Mac OS X. For some reason every time I reboot my iMac and run the program it will keep on asking to allow incoming connections, sometimes not at all and just block it completely. So it is definitely an annoyance to me, hopefully will be fixed sooner or later.