Trusted Application Refused Access

Hi - I'm feeling my newbie-ish way around the Client Firewall, and am finding one thing very puzzling.  If I try to run the standard Windows FTP client, it seems to be blocked by the firewall, even though I've listed it as a trusted application. The firewall log entry says:

Time         Application  Direction           Protocol   Remote Add    Remote Port  Reason

14:40:12    ftp.exe    OUT REFUSED     TCP    82.147.22.2    FTP    Trusted Application

It seems to suggest that the reason this application was blocked is because it is a Trusted Application? And some other apps show the same result, it's not just FTP.EXE.

Am I alone in considering this a little eccentric?  If I can't give an app access to the net by Trusting it, how DO I give it access?

Thanks for any advice.