Since version 4.4, a built-in firewall is included in RDS-Knight.
As a general guidance, if Windows Firewall is activated on your server, then you should use it to enforce RDS-Knight rules (default). If you installed another firewall, then you must activate RDS-Knight built-in firewall.
In order to activate the built-in firewall, go to Settings > Advanced > Product > Use Windows Firewall and set the value to No:
The Unblock after setting allows you to automatically unblock IP addresses after a certain amount of time (in minutes). Default value is 0, disabling this feature: