procedure TForm1.Button1Click(Sender: TObject);

var

  FwMgr,Profile,FwApp: variant;

begin

  FwMgr := CreateOLEObject('HNetCfg.FwMgr');

  Profile := FwMgr.LocalPolicy.CurrentProfile;

  FwApp := CreateOLEObject('HNetCfg.FwAuthorizedApplication');

  FwApp.Name :='我的测试'; //显示名字

  FwApp.ProcessImageFileName := Application.ExeName; //要通过的程序

  FwApp.Enabled  := true;

  Profile.AuthorizedApplications.Add(FwApp);

end;