Why are localhost connections blocked by the firewall?

Question

When I listen on a port on localhost, Windows will popup a dialogue in which the user must add my program to the list of firewall exceptions. This is annoying, and requires administrator-rights, which the user may not have.

Why does Windows do this for loopback connections (127.0.0.1) and is there some trick to prevent this?

Solution

The answer was to specify:

IPEndPoint localEndPoint = new IPEndPoint(IPAddress.Loopback, Port);

instead of

IPEndPoint localEndPoint = new IPEndPoint(IPAddress.Any, Port);

for the listening socket. At first sight this seems to prevent any firewall warnings and doesn't require any rules to be added to the firewall. But I have to do some more extensive testing to be sure this works on all Windows configurations.