you are talking about AVG Firewall ask dialog?
If so, you can contact AVG technical support through webform at http://www.avg.com/ww-en/customer-support.
Or you can look inside AVG Firewall - open AVG -> menu Tools -> Firewall settings. Where in Profiles -> your used profile -> Applications, will be list of rules for applications. You can double-click your mentioned application and change its settings in AVG Firewall.
Did you tick the option "Save as permanent rule"? Then the previously mentioned rule will be created, else application will ask again in next connection attempt.
Else please describe the situation in more details.
I recentley hit the block all button by mistake for a particular programme now I cant find how to unblock it.