Can't find Firewall Settings

I want to turn off website filtering and according to a guide in Comodo’s website, it says I need to go to firewall settings. Well… I can’t even find that! This is all I get when I go to advanced options http://i.imgur.com/7vmGCzO

Hi and welcome Mr_Costa,
It looks to me as if you do not have the Firewall component installed.
Security Settings-Comodo Help
Follow the instructions in the link below, make sure the FW and AV components are both selected in step 3.
Switch Between Complete CIS Suite and Individual Components (just AV or FW)

Kind regards.