System Preferences > Security & Privacy > Firewall > Set access for specific services and applications
Add iTunes to the list, allowing incoming connections.
Used to happen to me every time. I think it was from library sharing. I deleted iTunes and downloaded it again from the website, and it stopped. Can't promise it'll work for you.
This can happen with code signed apps that have been modified somehow. This invalidates the certificate and makes OS X prompt for firewall permission every time. Removing the app in question and re-installing it should fix it if this were the case.