See link for how to do it:
http://www.bitdefender.com/support/how-to-add-exceptions-1163.html
Also you can add a
Firewall rule for an application:
1. Go to the Settings overview window, and then click on the Firewall panel.
2. Click on Application rules, and then select Browse.
3. Browse to the application and click Ok, and then make sure the following settings are enabled:
- Select both "Local Address" and "Remote Address" boxes
- At "Network type" select "Trusted", “Home/Office”, “Public”, “Untrusted”.
- Events > select all the boxes (Listen, Traffic, Connect)
- Protocol: Any
- Direction: Both
- IP version: Any
- Permission: Allow
Click on OK and close the Rules window.