A balloon message will be popped up to prompt you when there have some programs were automatically trusted. For example, the Windows Internet Explorer signed by Microsoft, it will be automatically trusted as following:

Balloon Message Alert

If you enable the balloon message alert from the Settings panel. It will prompt you with balloon message when there have some packets blocked. The samples as following:

The balloon message has the detailed description about the control action, and it dose not affect your current work, it is a good selection for notification.

Note: The balloon message dose not take effect on Windows 95/98/NT, It is only for Windows ME/2000/XP/2003.