@Arab4latin:

this message appears: "The port configuration of the game or application conflicts with an already assigned game & application. Assigning this game or application is not possible."

What am I doing wrong?

Because there is usually no confirmation pop-up when something is added to the exception list, its easy to inadvertently place something there and not know it. My guess is that you already added vuze to this list, and this prior entry is now negating your attempts at entering it again. You need to search through the list and delete any customized entries you may have added, then create a brand new exception for vuze.