Don't give up yet!
1) Can you post a screen shot of the error message. If you don't have screen capture software, Faststone, http://www.faststone.org/FSCaptureDetail.htm
reviewed in the helpful Gizmo's freeware reviews www.techsupportalert.com
, does the job simply and reliably. (You may need to exclude it from any proactive security software, as it reads from the screen directly).
2) Could you give details of all the utility software you are running, including any zip/file compression software. Also which XP service pack (right click on my computer and choose properties).
3) Could you try to see if CAS 2.6, downloadable from the main comodo site, will install.
4) I assume you have sufficient disk space and RAM, and have absolutely no other security software running (including anti-spyware?)
5) Worth checking if you have data execution prevention (DEP) on for programs, as it can be over-ferocious. Navigate to My computer, then properties then advanced then performance and choose the DEP tab. Exclude the CAS installer if you have DEP set for programs then reboot.
6) Armed with the above information I will try to stir the developers.