COMODO and Mcafee conflict

Installed firewall with no problem with the Mcafee Security Center operational. Then installed antivirus and ended up with the blue screen. Ended up going back 4 days to restore. Then had the issue with Windows defender until I disabled it. I am a personal computer user with little experience with the issues involved.
I may have missed it but a short writeup about how to create a restore point and how to reboot with F11 to get the SP2 XP option screen for restoring for personal users may be benefical for users like myself. I almost gave up and was going to reinstall everything until a friend told me how to do it.
Same issue with Windows firewall until I had a message when starting IE7 that windows firewall had blocked it.
I like the feeling of control the firewall gives me over what is happening and the antivirus found items missed by 2 programs I previously had running.