I know that on my server, router, and PC firewalls (4 in total) that any time one of them advises that something has been blocked, in the pop up window there is a question asking you if you want to allow those items being blocked to have access. Telling mine "Yes" (after I verify that they are safe and valid files for what ever application I am running), the firewall app then acknowledges my determination and allows access and adds the exception rule. End result, I never see that same message again.
Now the part about CClearner, I presume you were saying that it sees the files that the firewall was saying were missing thereby showing that the firewall was incorrect. Is that correct? If so, then the next time pop up window appears check to see that it allows you the option to allow access or not. not sure what to tell you if it isn't. I have not come across that before.
hth