After installing the firewall I tried install the Antivirus. A box comes up asking me to remove the comodo security center 4.x. I stopped there because I just installed it. What next?
You have to install them at the same time. If you go here:
you can download the installer that will install both the firewall and the AV.
When the uninstall is needed best thing to do is to export your active configuration from under More → Manage My Configurations and import it after installing.