I did some research and found out it is a long standing problem and other antivirus users (e.g. Nod32 users) have the same issue too. This is a problem that has been around for 2 years now from what I gather (
http://forums.comodo.com/empty-t15858.0.html and
http://forums.comodo.com/help_for_v3/nod32_proxy_issue-t17504.0.html;msg120075)
It seems the virus scanners set up a local proxy to tunnel all traffic through so they can scan - however to Comodo this shows traffic originating from any application as coming from kaspersky/nod32.
Are CIS doing something about this? I've found PC Tools Firewall Plus (also free and supposedly better than ZoneAlarm) has a local proxy function that seems to be able to identify the source program. But I'd like to use Comodo so please let me know know if there is something I'm missing that I can solve this problem with or if the developers might be doing something about this in an upcoming version.