Comodo 5.12
What does the attached alert refer to? . i was not installing anything when I got it
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An ETL file is a Windows Event Trace Log file. I suspect that KSnapshot has some sort of problem (crash/error most likely) and wanted to create an ETL file of the event… and in this case it was either first time that KSnapshot had created a folder (directory) for this purpose or it wanted to create a new one. This is what the CIS D+ alert is about anyway.
Check your Application Event Log to confirm this.