UK_DUDE, in AVG, Wipe = Delete, Heal = Disinfect/Clean. The Vault is the Quarantine; if it's in there you should be okay with it for the time being.
As far as how to block it in Comodo, this is what you'd do:
If the bugger has an executable file, you'll set an Application Monitor rule for it as the application. "Skip" the parent. Block. Protocol TCP/UDP. Any Destination IP/Port. Leave Miscellaneous empty. OK.
If the bugger doesn't have an executable (like it's a .dll or something), add it to Component Monitor. You'll have to navigate to the path once the Add window opens. Then set it to Block. Press the Apply button.
Reboot computer.
Now, if indeed AVG has quarantined it (which sounds like, if it's in the Vault), you may not be able to access the file to add rules in CFP (shouldn't be able to, anyway!). If you can, that's kinda scary about AVG's quarantining! However, that's okay. If you can't get to the file, it should be locked up where it is, and contained.
Do make a note of the filename and path, and keep an eye out for CFP to give you an alert that it's trying to use another application to get out (part of the Application Behavior Analysis).
LM
PS: I separated this aspect of your issue from the original post (here:
http://forums.comodo.com/index.php/topic,7376.msg53831.html#msg53831 ), and moved it here for better, more appropriate coverage.