Comodo doesn't allow website

Hi, using the latest version Comodo, I like to open a website, and then I want to start a Java enabled program , it doesn’t work . When I change the Firewall Security level to Disabled , then the program works . To launch the program, a file is first downloaded from , filename is etpro_launch.jnlp .How can I change the settings in Comodo to allow this program to launch ? I’m using winXP SP 2 and Firefox 3.Thanks