How to whitelist

Candy, AVG Free Edition doesn't feature a firewall!
AVG Guru

I need to whitelist Atlantis Word Processor.  In the AVG instructions (I have the free version) it says '

From the menu Options, select Firewall settings.

Click Expert mode.'
There is nothing that says Firewall Settings under Options, or under Advanced Settings or anywhere else I looked.  Is this ability just available in the paid version?  Is there any way to do this with the free version?  Thanks.

Candy, AVG Free Edition doesn't feature a firewall!
AVG Guru