open KIS >> goto firewall settings >> click on applications tab
select you application (adobe) and click on edit
then click on rules tab and under network rules, click on 'add'.
select the action as 'block' and network service as 'any network service' and hit ok.
now under the network rules, i think you will already have 2-3 rules that allow network activity. however these are greyed out and you cant do anything to them. but dont worry, with the new rule you have added, these rules are not applied. i think these are the default rules created since the application is added under 'trusted apps'.
i agree, KIS 2009 is very confusing. :|