Just got new PC (Vista, 32bit) and downloaded Free AVG 8.5 and Free Comodo Firewall. FW set to safe mode and Defense+ set to clean PC.
Have got allowable AVG process names (.exe) and server names but not sure where to put plus these in Comodo - do they both go in Network Security Policy (NSP)? Can see how the process names would go in here but not the server names - do you just type in a web address to the application path rather than a root directory?
Looked in NSP - found 3 AVG processes but not server names. Also, saw that Comodo Internet Security has ‘block and log all unmatching request’ - is this right?
Thanks in advance for help. Like the system so far. 
I haven’t understood all but here is a start.
The Firewall rules for allowing and blocking files are under Network Security Policy. That is correct. To see to what servers they connect go to Firewall -->Common Tasks → View Active Connections.
What do you mean with “do you just type in a web address to the application path rather than a root directory?”?
Thanks for your reply. Best to explain with an example.
In Network Security Policy (NSP) → Application Rules -->, I can browse my c:\ root directory to find the permissable AVG files (e.g. avgnsx.exe) and the subdirectory string it sits in. I can select this and create a rule for it. No problem.
With permissable servers, however, I need to add (for example) guru.avg.com. I can see that there are internet connections in NSP -->Application Rules (e.g. Windows Updater Applications) but not how you edit the servers/web address for these - or how to add new ones - or perhaps I’m just being a bit dense and looking in the wrong place.
Thanks in advance for further advice.