Whenever I start Mathematica 8 on my Mac the built-in Mac OS firewall asks if I want to allow JLink to accept incoming connections. Then, during running, I'll get the same question about Mathematica.app. Sometimes the requests occur several times during the day, though not always. It's a minor irritation but it'd be nice to know if there is a way to avoid it while keeping the firewall switched on.
I already have the Mac firewall configured to allow connections permanently for Mathematica.app and JLink.