There is a bug in the way Comodo creates application’s network rules based on the alert decisions when the Network Security Policy window is open.
An example:
I start with the Firewall in Custom Policy Mode and the Network Security Policy that has no application rules for Firefox. I have the Application Rules window open and then start Firefox. An alert is fired asking me whether the firefox.exe’s connection to 127.0.0.1 (a usual thing for Firefox) is to be allowed. I choose the “Treat this application as” option, pick the “Trusted Application” policy, check the “Remember my answer” and press OK.
Firefox is working fine at this point, so it seems that the chosen policy is applied right away. But there is still no visible ruleset for the firefox.exe in the Network Security Policy. Then there are two options:
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I press Apply in the Network Security Policy window. Next time I try to open a new page in Firefox, an alert is fired againg. The policy I’ve chosen before isn’t working anymore. No rules for Firefox were created in the Network Security Policy.
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I press Cancel in the Network Security Policy window. Firefox is working fine. Opening the Network Security Policy again, I see that the rules corresponding to the chosen policy were created there.
So, to make it short: if you have the Network Security Policy window open, any rules you create by answering the popup alerts are lost when you press “Apply”.
ADDED: The same applies to Computer Security Policy window.