I don't have a problem with Agent, but a couple of things to try. In Agent, under "help/manage update alerts" uncheck "automatic updates" if it is checked.
In Comodo, change the dropdown menu to "trusted". I don't know what the rules are for "installer or updater"; it is a special mode that Comodo does not disclose the rules for. Also, look at your log and see what is being blocked-maybe a port 80 request to the Agent website that is not allowed by your Agent rules?
[Vista Ultimate x32]
Where is help/manage update alerts? I can't find it