Your right, This is what i had to do.
Right click on CFP in your program list, Start>COMODO>CFP(right click and run as Admin)
Then right click on the CFP icon in your task bar
Right click on the CFP again
Then right click on CFP once more, and open it
Turn off automatic updates
Right click on CFP for the final time, this time, open it.
Goto Misc, then manually update.
All should go well then, and update should download fine.
Once downloaded, and installed, activate CFP again, job done.!