I have mine set to Ask also.
I don’t have Windows 8, I have Windows 7, and Microsoft has 21 connections to my computer.
I don’t know much about Windows 8, but from what I have read. livecomm.exe is Windows live, and you could have as many as 80 connections from Microsoft in Network Connections in the Firewall.
I believe livecomm.exe asks for each of these connections, so you will probably get these popup messages until Microsoft has established all connections.
I could be wrong.