You no doubt have an Intel machine and I've heard Little Snitch had problems revising their software for Intel.

I have so many high end programs and sound equipment that work perfectly on standard OSX but wouldn't at all on an Intel. So I don't use Intel even though I do have it on another machine. If it works don't fix it.

Still, if you get the latest version of LS from their website, they may have fixed the problems you ran into. The problem I had really was irritating until I realized it was my fault for checking that particular preference.