RDP is disconnected without any warning each time I visit a bank web site

How do I tell F-Secure SAFE to leave RDP well alone whenever I connect to a banking web site? This is incredibly annoying, because I am not provided any option "Do you want to continue using RDP?" or anything like that.
Comments
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Hello,
If your experience about stable F-Secure SAFE (or Internet Security), which directly provided by F-Secure..
probably your installation should be with option ("the string number six"):
Which potentially can be helpful to allow "active Internet connections" stay valid after banking protection trigger (like certain option under Browsing protection module - Banking Protection tab); not sure if it valid for rdp-connections too.
Sorry for my reply.
Thanks.
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