Firewall blocks application first time

I have three computers and a couple of printers on a D-Link router. On one of these computers I have a problem.

On the first time I try to access the internet Comodo blocks the application. The solution is to turn off the firewall, access the internet, turn on the firewall. From then on everything works fine, the firewall allows everything through that I need, until I turn on the computer the next time.

Any ideas, anyone?