Depending on your system's configuration, some applications (especially games) will just not function at all with Blink for one reason or another. You may get en error in Blink's log that has this for the description:
"Blink detected a suspicious system call. If you believe this application is not malicious, you can add it to a list of approved applications in the Config\apiex.ini file using this format 'FilePath;[Optional MD5];Kevlar;0' "
If this is the case, you can choose exclude it from being protected under Blink's Application Protection Engine. If you did decide to exclude something you first go to the "apiex.ini" file which is located in the Config file folder inside the main Blink folder.
eEye's Post on it: http://forums.eeye.com/forums/t/116.aspx