On an internal PowerShell scripting DL the question was posed as to how one would get a list of applications with firewall exceptions.  Here was the answer that I sent:

function getfwexceptions

{

    $fwmgr = (new-object -com hnetcfg.fwmgr).localpolicy.currentprofile

    $fwmgr.authorizedapplications

}

This function instantiates an instance of the HNetCfg.FwMgr COM object and gives you back something like this:

Name                 : Internet Explorer

ProcessImageFileName : C:\program files\internet explorer\iexplore.exe

IpVersion            : 2

Scope                : 0

RemoteAddresses      : *

Enabled              : True

Of course, with PowerShell you're passing around objects and can filter this output to your liking.

Happy scripting!