OK I still failed, but I feel duty bound to report back...
I disabled AVG antivirus and Spy Sweeper. I have AdAware on my computer and it seems to now come with some Ad Watch thing that I was unable to disable.
The installation (Firewall only) went smoothly and the scan (35 minutes or so) was clean. Then it prompted for restart and I restarted.
The computer restarted, the Comodo desktop shortcut appeared, the System Tray icons began to appear, I got my wireless card and my volume control, then a few minutes went by, then the Comodo icon appeared in the tray. I waited... After about 10 minutes I wanted to see what was the holdup so I tried to get Task Manager to show up. It never did. 3 or 4 minutes after that, the Comodo window opened (apparently it has summary system info on it but I have never seen it as it won't display all the way) with the 'initializing' text on the bottom left. At this point the CPU pegged (the only text I could read on the window was 'System 100%' sort of in the middle on the right) and the system tray clock even stopped incrementing the minutes.
After another 10 minutes of complete stasis, I forced it off and restarted in safe mode and uninstalled and went back to my 2004 Sygate firewall again and the computer runs fine. It's not a new computer but it is 1.4 gHz or something which ought to be enough for a firewall. Anyway I don't have 45 minutes to try this again unless I'm sure what was wrong and that I can fix it.