You can set program permissions manually, which should prevent Norton from promting you each time. Here's how to do it:
Open Norton Internet Security 2005. In the centre of the screen, single-click on the "Personal Firewall" tab, then on the right-hand side click "Configure". This will bring up the options for your firewall. Along the top there should be 5 tabs. Click on the tab labelled "Programs". Here, you should see program names and their respective permissions as far as accessing the internet is concerned. Simply find the program(s) that you need to set, and single-click on the internet access column for that program, which will present you with three or four choices:
Automatic (this won't be available if you have changed the Automatic Configuration settings)
Permit All
Block All
Custom
Choose "Permit All" and this will instruct your firewall to let this program access the internet, and you won't be asked about it again ;) You can do this for all programs that you trust and want to access the internet without you being promted.
I hope that helps :D