Hi Eljo,
Have you signed up for your free certificate? Open "SecureEmail Configuration" from START>>PROGRAMS>>COMODO>>SECUREEMAIL.
Click on "Certificates" on the left and then Click on "Sign Up..." on the right side. This will take you to the Comodo Email Certificate Sign-up page where you simply input your name and email address. It will then send you an email telling you that you can collect your certificate.
Simply click on the link and download and install the certificate following the instructions.
You'll probably have to reboot but once you do, it should be working fine.
P.S. If you have already got your certificate and this is still and issue, check in Thunderbird to see if the certificate has been installed in Thunderbird (
http://www.comodo.com/support/products/email_certs/thunderbird.html)
Eric