Let's make one thing clear: Never
have two AV's or two FW's simultaneously.
That said, if you decide to use another AV with CIS remember this:
Choose not to install Comodo's AV (that's during installation itself, just uncheck the box).
When you install the AV of your choice make sure it's not the suite version of the product (no, Avira personal has no FW protection at all).
Take a look at this thread as well https://forums.comodo.com/empty-t44371.0.html
P.S. I'm not sure if CIS disables Windows FW.
Do it like this:
Disconect from the Net
Disable Windows FW (Start, Control Pannel, Windows Firewall, Turn Windows Firewall on or off, Off, Apply, OK)
Conect to the Net