This is how I ended up solving the problem..
Note: I try 5 times so that this script can be put in startup. Without the retry, the script may run before the firewall has initialized.

use strict;
my $count=0;
my $ok=0;
my $progname=shift || usage();
my $progexe=shift || usage();
while(1){
    $ok=&registerFirewall($progname,$progexe);
    last if $ok;
    last if $count>5;
    $count++;
    sleep(5);
    }
if(!$ok){die "Unable to register with windows firewall.\n";}
###############
sub usage{
    print "$0 Name PathToExe\n";
    print "\tRegisters program Name found at PathToExe with Windows Fi
+rewall\n";
    exit;
    }
###############
sub registerFirewall{
    my $name=shift || return "No Name";
    my $path=shift || return "No Path";
    return "$path does not exist" if !-s $path;
    my $cmd=qq|netsh firewall add allowedprogram "program=$path" "name
+=$name"|;
    #print "$cmd\n";
    my @tmp=`$cmd`;
    my $result=join('',@tmp);
    if($result=~/ok/is){return 1;}
    print "registerFirewall Error: $result\n";
    return 0;
    }
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