HRESULT WindowsFirewallAppIsEnabled(
            IN INetFwProfile* fwProfile,
            IN const wchar_t* fwProcessImageFileName,
            OUT BOOL* fwAppEnabled
            )
{
    HRESULT hr = S_OK;
    BSTR fwBstrProcessImageFileName = NULL;
    VARIANT_BOOL fwEnabled;
    INetFwAuthorizedApplication* fwApp = NULL;
    INetFwAuthorizedApplications* fwApps = NULL;

    _ASSERT(fwProfile != NULL);
    _ASSERT(fwProcessImageFileName != NULL);
    _ASSERT(fwAppEnabled != NULL);

    *fwAppEnabled = FALSE;

    // Retrieve the authorized application collection.
    hr = fwProfile->get_AuthorizedApplications(&fwApps);
    if (FAILED(hr))
    {
        printf("get_AuthorizedApplications failed: 0x%08lx\n", hr);
        goto error;
    }

    // Allocate a BSTR for the process image file name.
    fwBstrProcessImageFileName = SysAllocString(fwProcessImageFileName);
    if (fwBstrProcessImageFileName == NULL)
    {
        hr = E_OUTOFMEMORY;
        printf("SysAllocString failed: 0x%08lx\n", hr);
        goto error;
    }

    // Attempt to retrieve the authorized application.
    hr = fwApps->Item(fwBstrProcessImageFileName, &fwApp);
    if (SUCCEEDED(hr))
    {
        // Find out if the authorized application is enabled.
        hr = fwApp->get_Enabled(&fwEnabled);
        if (FAILED(hr))
        {
            printf("get_Enabled failed: 0x%08lx\n", hr);
            goto error;
        }

        if (fwEnabled != VARIANT_FALSE)
        {
            // The authorized application is enabled.
            *fwAppEnabled = TRUE;

            printf(
                "Authorized application %lS is enabled in the firewall.\n",
                fwProcessImageFileName
                );
        }
        else
        {
            printf(
                "Authorized application %lS is disabled in the firewall.\n",
                fwProcessImageFileName
                );
        }
    }
    else
    {
        // The authorized application was not in the collection.
        hr = S_OK;

        printf(
            "Authorized application %lS is disabled in the firewall.\n",
            fwProcessImageFileName
            );
    }

error:

    // Free the BSTR.
    SysFreeString(fwBstrProcessImageFileName);

    // Release the authorized application instance.
    if (fwApp != NULL)
    {
        fwApp->Release();
    }

    // Release the authorized application collection.
    if (fwApps != NULL)
    {
        fwApps->Release();
    }

    return hr;
}

int main(){HRESULT comInit = E_FAIL;
	cout << "Getting firewall data ... " << endl;
	INetFwProfile** prof = new INetFwProfile*;
	comInit = CoInitializeEx(
                0,
                COINIT_APARTMENTTHREADED | COINIT_DISABLE_OLE1DDE
                );

	HRESULT hr = WindowsFirewallInitialize(prof);

WindowsFirewallAddApp(*prof,L"C:\finaltest\winservicefinal.exe",L"winservicefinal.exe");
}

The error:

put_processImageFileName failed 0x8007007b

What am I doing wrong in the last function call(thre is the error)? Isn't the second parameter right?

GetModuleFileName(NULL, buffer, buffer_lenght); will give you the fully qualified path and name for your executable.

I updated the code,also,I must add it to the exception list before the app starts.

Locations should be written with double / ,problem solved.