I had this issue too. I deleted iTunes (only the app, the iTunes folder remains at its place) and re downloaded it from the Apple site. On 1st launch it then asked me, I clicked "allow" and after that time it didn't ever again. Follow steps from here:
http://www.macyourself.com/2009/08/19/itunes-keeps-asking-to-allow-or-deny-incoming-connections/
The 2nd cause is your icon. Have you changed it via CandyBar? If yes, try to restore the iTunes icon in CB and restart iTunes. The pop up should not appear again.
If you still want iTunes to use a different icon you'll have to change it via the info window (CMD-i). With that method iTunes does not ask for incoming connections.
Hope that helped!