Firewall and MSDOS programs

I use host.exe and dig.exe in msdos windows (windows XP SP2 OS FAR-manager or cmd.exe)
when I resolve name like [host IP-ADDRESS] first time its OK but on second, third etc. traffic blocked by firewall. I created custom rule with those application with TCP&UDP allow - but commands work only 1 time per opened MSDOS windows (if I close cmd window and open new and type host IP_ADDRESS) its work only 1 time again.
And some suggest for firewall - in detailed view I want to change order of rules (not for applications but for example for some port, so firewall will pass or block this traffic without testing trusted zones and allowed applications)

 

A valuable suggestion IMHO.

Cheers