Under the Applications tab is a list of all process that are currently running. You can shut down any process by selecting it and pressing the Delete key on your keyboard. When you have killed all unnecessary tasks, check the Watch App Activity box.
When a new (i.e. not on the Trusted List) application is started, System Safety Monitor will ask whether you want to:

 add it to the Trusted List (can be run by the Administrator and by Users)
 add it to the Black-List (can not be run by the Administrator or by any User)
 add it to the Trusted List for the Administrator but the Black-List for Users
 allow it to be executed this one time only
This last option is best used for one time only programs and applications you know you won't likely run again, such as program installations and uninstallations. This will prevent your list of Trusted Applications from getting needlessly cluttered.
Also, many program installations use setup programs with the same name (install.exe or setup.exe) and uninstall programs (ininstall.exe). If you mark these as "Trusted" any user would be able to install and/or uninstall a program on your system.

The above procedure is the simplest way to set up and configure a program firewall for your common programs and applications. It's also a good way to find out which applications are started to run a particular program.
Caution: If you uncheck (clear) the Watch App Activity box, all programs and applications will start without any input from you. This effectively removes any program firewalling.