When using Workstation and server application control it is not possible to exclude applications from prompting security promptys like this the first time the application is started.
There are options under application control called "Default action for client applications" and "Default action for server applications". Both are set to "Ask user". So you can expect a prompt for those applications that are not excluded.
But when adding adding rules under "Scanning exclusions" under all 4 possible options "Exclude objects from real-time scanning","Exclude processes from real-time scanning","Exclude objects from manual scanning" and "Excluded applications" this does not stop the "New Internet connection attempt" warning to show up every time.
So it would be great if there is an option to add applicatiosn to an exclusion list that prevent known processes or object to not trigger this warning.