This happened after installing the newest version of iTunes and I was wondering others had the same issue. Essentially, every time I start up iTunes it asks me if I "want the application iTunes.app to accept incoming connections." Clicking allow or deny does not change whether it asks when I start up. Additionally, I have gone into the Firewall settings and set iTunes to allow incoming connections. Removing iTunes from the Firewall specific list and re-adding it also does not stop the dialog box from appearing.