Exactly! When Alert Frequency Level = Medium -or- High, the leaktest fails (a popup warns about wallbreaker.exe trying to launch ie in order to connect to the net...). So problem fixed. Thanks for the help.
CPF passed wallbreaker leaktests using very low
alert frequency setting and
don't show any alert for application certified by comodo here.
I ran wallbreaker as intended and got no problem.
But using a slight testing procedure variation I managed to fail Test 1 and 3 until i disabled
don't show any alert for application certified by comodo.
Before every leaktest I killed explorer.exe process then reloaded explorer.exe and ran one of the leaktests.
CPF passed all of them this way under admin account usinig IE6.
But If I kill explorer.exe and let wallbreaker load it (using test 1 and 3) CFP fails those tests.
The test is exploited using the default browser (it doesn't have to be iexplore.exe).
Disabling
don't show any alert for application certified by comodo somewhat solved this issue because CPF alerted me that explorer.exe attempted to run iexplore.exe through windows messages (explorer.exe modified the user interface of iexplore.exe...but mentioned that explorer.exe was a safe application) instead of directly loading it.
Knowing that I was running a leaktest I blocked those attempts but under real-life conditions I would have failed to notice that.

If iexplore 6 is not the default browser the test fails...

[ at ] all: Do you mind running wallbreaker test one more time?