I have the same issue. Just installed another programs and it works fine, but Blender cannot run without trigger a box.
I am running Comodo 6.2.285401.2860 on Windows 7 x64. Blender is a x64 app that doesn't install, just decompress the download and run "blender.exe".
Added it on HIPS just in case but didn't fix it. Any clues?