Here's a related thread:
Important - Please read before posting:
• Always uninstall other software firewalls before using Comodo Firewall. Simply disabling a firewall is not the same because the 2 will conflict! (Windows firewall is the only exception). This has proven to cause strange issues, so please never run 2 software firewalls together.
Even though Windows firewall is an exception, there would be no point in using both because it only has inbound protection. In fact, at the very least you'll only be wasting system resources.