1. Go to Firewall -» Reset Settings, then back out (Save).
2. Go back into Firewall and turn the firewall on (Save again).
3. When you start Pandora, it should ask for permission to allow http and another one for https. As long as you check the Do not ask boxes, then Allow, it shouldn't pop up these prompts in the future (for Pandora).
*This feature may not be available outside the U.S.