Cllick file in main window >settings>select manual control>disable auto response
Then reset the firewall by clicking the blue button.
Make sure the firewall is not in training mode.
Doing so will makes your firewall chatty untill all rules are configured.
This is very much like Comodo with Firewall Custom Policy Mode.
Click trust the publisher remember and allow for your antivirus, and other software that you trust.
For any suspicious process just click block without clicking remember and if the system keeps functioning well, let it be safely blocked later stage.
On GRC Shield Up stealth test during port scan don't forget to block or you will allow port scan to pass through and thus failing the test.
Enjoy!