Posting to internal socket fails when firewall is enabled

Question

I'm working on an application where two processes communicate over loopback interface. Its Linux based system. I'm encountering a very strange problem, when Firewall is enabled, send to internal socket is failing.

If I add an iptables rule (in output chain) as shown below from command prompt everything works fine.

iptables -I OUTPUT -p UDP --dport PORT_NUMBER -j ACCEPT

But if same rule is invoke same rule from the application (using system() ) the rule does not get added, any suggestions as to why this fails ?

Any solution to overcome this problem?