I guess it’s related to some installing error, according to this topic, a reinstall will fix the problem.
You should read here for how to completely uninstalling Comodo Firewall Pro 3. There’s a batch file attached at the bottom of the post that’ll do everything described in the guide, but make sure that you run the uninstaller from Add/Remove and then reboot before you run the batch file.
Well, I have had this same problem on two of my XP PCs upon boot-up (never had a bit of problem with my Vista PC, however). I tried the uninstall instructions and reinstall instructions indicated here to a tee, and guess what, problem still exists intermittently. I hope the next version of Comodo has the remedy. Any other ideas until then? Thanks!