Yes, untick In Interactive Protection -> Perform recommended actions...
But this it not enough, as
@Allego said... even in Interactive, still all Trusted applications will connect directly without prompting because of the default rules... so You may change some concrete NetWork rules in Application Control -> Manage Applications, column NetWork -> Prompt for action, or change that rule for ALL THE TRUSTED APPLICATIONS GROUP -> mouse right click over column Application -> Trusted -> Details and rules -> Network rules -> column Action.