I have just tried CMF on my PC but it prevents on of much-used applications from running. It is a python based application called GRAMPS. There are no error messages or alerts from CMF but the application never starts. Task manager shows shows cmd.exe running at 100% on one CPU. It uses CMD.exe during start up and the command window is normally briefly visible when it starts but not when it is blocked. Uninstalling CMF fixes the problem. Adding pythonw.exe the exclusion list of CMF did not help.
I am also running Comodo firewall latest version and NOD32 on vista 32 bit. Defence+ reports nothing either.
Wonder if you could turn off the Window Firewall and then start your game. Using the Windows Task Manager, find what processes are there from your game. Then restart CMF and add those processes to the exclusion list. If the game does not start, that eliminates CMF as the source of your problem.
One of the video links I use is Joost, if the several processes that are found in its folder, but the primary one is called "TVPrunner" was the process that showed up and I had to add it to the Exclusion list in CMF.
I finally managed to get it working by adding cmd.exe to the exclusion list. I did not do this at first as I have never had problems with cmd.exe on another computer with CMF on it. It must be doing something unusual.