Somehow Comodo’s mainwindow’s Network Defense doesn’t display any inbound connections on my Win XP.
Now I’m downloading a file with Mozilla Firefox and when I’m downloading with a different program for example Orbit Downloader still the Network Defense says that no inbound connections.
Incoming traffic and inbound connections are not the same. Whether the connection is inbound or outbound is determined by which PC is was initiated by. When you open a web-page (or download a file), your Mozilla Firefox initiates an outbound connection to TCP port 80 (usually) of the remote web-server. TCP connections are duplex, which means data is transfered both ways. So, you can both send and receive within this same outbound connection.
Inbound connections are those that were initiated by a remote PC. Say, you are running some P2P application, and some peer connects to your PC. Since the connection was initiated by him (and not you), it is inbound. Within this inbound TCP connection data can still flow both ways.