It's as ganda posts. This is already a known issue as indicated by the Comodo team:http://forums.comodo.com/cfp_beta_corner/cfp_308214_beta_is_now_available_for_download-t11950.0.html
• CFP causes BSOD(SESSION_INITIALIZATION_FAILED) during booting if "Block all the unknown requests while the application is closed" option is selected in Defense+ Settings page.
• "What do these settings do?" items are not active
• Firewall Stealth Configuration wizard does not override the previously created global rules
• Diagnostics utility reports incorrect issues in Windows Vista
Users have also reported this affects XP. Since this already known by the devs themselves, I close this thread.