1) Uninstall AVG and reboot. (Reboot #0 - I expect this reboot)
normal reboot to uninstall drivers
2) Download the software from Comodo's site, and install it. Reboot. (Reboot #1 - Microsoft and Panda don't require a reboot here)
This is normal to hook the drivers, very necessary to have strong security
3) Get updates (Its still been less than 30 minutes since I downloaded the software) - and CIS tells me it must reboot to apply the updates. (Reboot #2 - This reboot frustrates me!)
This is needed for the first major update because there are some changes that happen to the core of the program or one of the drivers if I remember correctly.
4) Get updates AGAIN - CIS claims its never been updated. No reboot required this time.
This is normal, actually all of the definitions are already downloaded, as you notice it goes very fast, basically it is just updating the program so that it can use the new definitions.