About firewall rules
Global rules
Global rules apply to all network communications and to applications even if they have application rules.
Application rules
You can have one or more rules for an application. You can either use preset rules created by Sophos or create custom rules to give you fine control over the access allowed for an application.
For information about the settings for the default global and application rules, see http://www.sophos.com/en-us/support/knowledgebase/57757.aspx.