New Connection labeled Internet Connection

After installing COMODO Firewall Pro, I noticed that there is a new connection in the network connections control panel:

“Internet Connection”, it is connected, and its grouped under “Internet Gateway”

If I disable the connection, my internet stops working.

This connection was not previously present, and I connect directly though LAN (WiFi). Is this a part of COMODO Firewall or has my computer been compromised?

Under miscellaneous/settings do you have “detect new private networks” checked? It should also appear under firewall/common tasks/my network zones. Sounds like CFP3 has defined a network for you based on your NIC. If you want to eliminate it, uncheck the “detect new” and erase the entry under network zones. You should have seen a popup about it from CFP3 when you first connected.