Does it show in Windows Add/Remove programs, or is that where you're saying there's no uninstaller?
Have you looked for Comodo's uninstall routine in these locations: Start/All Programs/Comodo/Comodo Firewall, or c:\program files\comodo\fwconfig.exe? Not sure if the .exe will run manually or not.
Also, here's a step-by-step true manual uninstall of the FW:
http://forums.comodo.com/index.php/topic,6006.msg44576.html#msg44576. Here's a thread that deals with some uninstall issues. It was originally started for some installshield problems with older versions of the FW, but a lot of it is still applicable.
http://forums.comodo.com/index.php/topic,302.msg1799.html#msg1799Hope that helps,
LM
PS: Might also try MS Installer Cleanup Utility
http://support.microsoft.com/default.aspx?kbid=290301, and/or a 3rd-party uninstaller like ZSoft
http://www.zsoft.dk/