While using the profiler you may be prompted by your firewall to allow the profiler to continue working.
The way the profiler works is by listening on a TCP sockets for events from Hibernate/NHibernate, in order to do that, it needs to listen to a socket, an action that sometimes trigger an alert in firewalls.
Denying permission to start listening on a socket will disable the profiler's ability to do live profiling. It is strongly recommended that you would allow it.
The profiler also makes a check for updated version at each startup. In the case of a profiler error, the profiler will ask you if it is allowed to submit the error details so it can be fixed.
In addition to that, the profiler will periodically report (anonymously) which features are being used in the application, which allows us to focus on commonly used parts of the product.