I suppose it is safe to first ask what version you are running of Comodo Firewall (and may I assume it is CIS?). The newest release is 439. If yours is older, please download the latest from:
http://downloads.comodo.com/cis/download/setups/CIS_Setup_3.5.57173.439_XP_Vista_x64.exeCompletely uninstall what you did install, and if necessary, use a registry cleaner. Temporarily disable your AV programs and reboot your computer.
Then, do a clean install of CIS. Since you desire only the FireWall portion, uncheck the AV when the screen asks what you wish to install.
Reboot your computer when it asks, and restart your AV programs.
When started, the firewall will notify you of a new network found. This is normal as you do have a network between your computer and the router. Select a name for the network (or use the suggested name displayed) and check whether or not you wish your computer to be seen by others on your network.
Other than setting up rules for your software, you should be good to go.