It's because every time you close it and run it again the program will automatically created a temporary folder. In other words it will keep extracting a "new" (but same) executable file every time you reboot your computer. With that, it causes your firewall to ask your permission for your sidebar to access the Internet because the firewall doesn't recognize the "existing" .exe file.

To solve this problem, (I'm trying to recall what I did last time, since I no longer using Thooje's or any other kind of sidebar the information here might not be 100% accurate, hope it works for you.) you go to "C:\Documents and Settings\Username\Local Settings\Temp", make sure you enable hidden files and folders option first.

Locate the .exe file of your Aero sidebar in one of the many folders inside your temp directory.

When you got the file, create a shortcut either in that temp directory itself or on your desktop.

Cut the shortcut and place it in your Startup folder which is under "Start => All Programs => Startup".

Tell me if this method works.

thks for your great info bro !  

will try out tonite when i back home ..... 

no wonder la this happend . cz it doesnt happend to me b4 hehe ...