Simple advice on Comodo firewall + ADSL router/modem on Vista?

Hello,

My main reason for using the Comodo firewall (CIS with Defence+disabled) is, I want to be 'asked' when certain programs try to connect to the internet. I am aware of other free third party software, such as Vista/Windows 7 Firewall Control, but I haven't found any which give the control and reasonable simplicity that Comodo's firewall does.

I've fairly recently moved from XP to Vista Home Premium, and had to buy an ADSL router/modem with an ethernet connection because I found my old USB modem didn't perform very well on Vista.

I've used Comodo for years, essentially just using Application Rules under Network Security Policy, which I think I more or less understand. However now, after some time looking into it in various ways, I really have no confident idea how best to set the Comodo firewall to work with Vista, the router/modem, and its built in (but optional) firewall.
In case it's relevant, the specific router/modem I have is the Trendnet TEW-435BRM. I am only using it over an ethernet cable, not wireless.

I want to be set up so that:
1) Everything that Vista and the router/modem need for their proper functionality is enabled.
2) I have control to permanently or temporarily allow programs to connect to the internet. This is usually 'outgoing' only, but 'incoming' too in the case of bit torrent applications and Windows Live Messenger.
3) I am as 'invisible to the internet' as is practical and possible in view of the above.

That all sounds pretty standard to me, so, without me explaining in detail now what I have tried and why I doubt it is correct, is there a simple set of steps I can follow to achieve it?
I can of course give specifics on the router or anything else if necessary.

Many thanks for any informed advice,
Lee
UK