Does Comodo make your Ip apear different?

Hi I was tryin to play age of empires on gamespy arcade today and it didnt work it ended up with a message saying my computer external and inernal IP were different and this occurs if I have a proxy or firewall. I have alredy opened all the ports required fr the game. I am sure it has something to do with CPF because when i turn it off the game lets me play but i recieve 10s of viruses

Help will be appreciated

Ps.will this hapen with all my games?