[at]egemen, this sounds to me like there is an interaction between network interfaces that are added dynamically, and Comodo PFW. I use SecuRemote for VPN access, which creates a virtual network interface for the VPN. Maybe if at the time of installation this interface is not up, it won't get the Comodo instrumentation, and later the firewall complains that it is not present on all interfaces. Hmm... I'll see what I can try to figure that out.
Anyway, if this is the case, the error message could be a bit more detailed and precise than "not functioning properly".