First double-click the Kaspersky icon in the system tray, as below:
This will open the main configuration window, like this:
Click the Firewall item in the navigation section on the left, headed Protection. Then click on the Filtration item in the Configure section for the firewall on the right, to open this window:
Click the Add button, then choose Browse... and locate the Freewire TV executable, normally at C:\Program Files\Freewire\Freewire Television\Freewire Television.exe. This will open the New Rule window, as below:
Enter a suitable name for the rule, such as "Freewire TV", and click OK. The default permissions should be correct. Now click OK on any Kaspersky configuration windows.