Do you have other security program installed? If so, do they run on demand or on access? What other Comodo products do you have installed?
Oh boy, I have no idea what I back then. BUT that being said, the first product I always install is a firewall followed by an antivirus. Before installing anything else, I always spend half an hour configuring my firewall and antivirus and make sure I set it up as I wish it to set up as.
If I remember correctly I have seen another topic where there was a problem with using Training Mode with HIPS enabled. If Training Mode still gives you a hard time try setting the HIPS to Safe Mode.
I have encounter that problem, I will certainly consider that suggestion 