Firefox - Fragmented IP datagrams

Just installed Comodo Firewall on XP SP2 with a DSL router.
I’m using Firefox and could NOT browse the web at all,
yes, Firefox was in the list of allowed applications.
Thunderbird worked fine.

The only way I got it to work is by disabling the “Block fragmented IP datagrams”.
What are the consequences of doing this?

I would rather not go back to ZoneAlarm.