Browser Privacy Check

I recently ran the PC Flank firewall Quick Test from Quick Test | PCFlank
I am running Comodo V3 under Win XP SP3.
The test indicated that under the current settings the firewall did not pass the Browser privacy check, see below.
How/what do I change in Comodo to block the “distribution” of private information.

Thank you,
Cory

"Browser privacy check
The test checked if your web browser reveals any private information while you visit Web sites. Usually such information is: the last site visited, your locale and who your Internet Service Provider is.

Danger!

While visiting web sites your browser reveals private information about you and your computer. It sends information about previous sites you have visited. It may also save special cookies on your hard drive that have the purpose of directing advertising or finding out your habits while web surfing.

Recommendation:
We advise you to get personal firewall software. If you already have a firewall program adjust it to block the distribution of such information."

PC Flank is biased. They rarely give good scores except to outpost. I belive pc flank is owned by agnitum – outposts creator.

I suggest that you read this topic:
https://forums.comodo.com/empty-t24578.0.html

It’ll give you information about the so called privacy risks.