How to block ping requests

Can Comodo be configured to block or ignore ping requests?

it should be configured that way “out of the box”

under Network Control Rules,
the last rule is "Block & Log IP IN or OUT from IP [Any] to IP [Any] where IPPROTO is ANY

this is a comprehensive rule to block anything not listed higher up in the rules list, including inbound ICMP echo request (PING)

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While CPF blocks ping requests (ICMP Echo requests), this may not really be the issue. I connect to the Internet via a Westell WireSpeed 2100 DSL “modem” which also does network address translation (NAT) although it is not strictly speaking a router. When I test my system at various external sites (grc.com, PCFlank, etc.), my ports are always reported as stealthed, but I “fail” the tests because of responses to ping requests. These do not come from my computer and occur with no firewall or any of the firewalls I have tried (Windows Firewall, ZoneAlarm, CPF, etc.). These ping responses are generated from the “modem” which (as far as I know) I cannot modify. My ISP (BellSouth) uses these as “keep alive” signals, I believe, and would probably disconnect me if they failed for any length of time.