Windows Firewall blocking features of apps every startup

[EagleOD1]

So, every time I start my PC, for every app (Steam, Skype, Spotify, CS GO) a window comes up saying "Windows Firewall has blocked some features of this app" (like in this photo: https://i.gyazo.com/b801819afcc7323d2631949c24cef4ab.png). It is just, really annoying and for some reason makes me lag in CS GO. I have tried to manually add it through the "Allow an app through Windows Firewall" but whenever I add the app, it doesn't save (doesn't show up in the allowed apps). I really need help with this! My CS GO is unplayable.

Thanks!
EagleOD1

 

[Colif]

there are better options than Defender... http://www.zonealarm.com/uk/software/free-firewall/

 

[EagleOD1]

there are better options than Defender... http://www.zonealarm.com/uk/software/free-firewall/

Ok, I got ZoneAlarm but now Windows Firewall is running with it and doesn't turn off! Any help?