Help with firewall

i have been using comodo firewall for a while now. i am having trouble with it. when i play online games like counter-strike, my cpu usage and RAM usage is way too high (870 MB!!!). even after changing the firewall config to ‘allow all’, it was pretty high. i had no choice but to uninstall the firewall and activate the windows firewall (god help me). but now, whenever i am playing online, my laptop uses only around 600 MB of memory. even when i was using FTP softwares or even yahoo MESSENGER!!, i had a similar problem. I have downloaded comodo v3, but not sure if i want to install this cause of this same issue.
pls help me solve this issue