Fresh WinXP SP2 Clean install + all patches.
I installed comodo 3.0.20 without turning off window’s built in firewall and told comodo to trust the local network. There was nothing I could do to get the machine to respond to ICMP ping requests. I editted the global firewall rules to specifically allow ICMP from the machine via IP address instead of network zone and still no luck. I turned the firewall OFF, heck, I even uninstalled it and still no luck!
Rolled system back and turned window’s firewall off then installed comodo and after telling it to trust local network it did so and the machine responded correctly.
Perhaps when you say to disable 3rd party firewalls before installing you should include window’s own firewall 
A 2nd machine that I’m pretty sure I never turned off window’s firewall on which originally had 3.0.14 installed appears to work correctly so I’m assuming something changed in the installer…