Well, if one absolutely wants that feature, Zone Alarm Pro also does it. Besides, experts say that it is a better firewall.
I used Norton's for the last two years and I loved it. But since I installed Zone Alarm at work, I was extremely pleasantly surprised. I had tried Zone Alarm maybe 2 years ago, as I also tried Black Ice, and although all the revues were saying they were both better firewalls, I still prefered Norton's because it was easier.
But Zone Alarm has come a long way. It is very easy to use now and just as secure as it always was.