Personal Firewalls are designed to protect your computer against unauthorized access. However, in POP3 Proxy Mode, it is normal for Spam Sleuth to install as a server and listen on port 110. Most personal firewall programs will notify you when this is happening the first time and give you the option to allow it, or reject it. If you've rejected Spam Sleuth, then you'll need to find the settings in your personal firewall and allow Spam Sleuth to run as a server. Spam Sleuth will only allow connections from your own machine so it is safe to allow Spam Sleuth to listen on port 110.