I’m new with CPF and I’ve got a problem at install.
With the latest regular version, when I click on the install exe file, CPF instantaneously freezes my PC (need to reset it)
My OS is XP SP2, running under intel dual core.
That is a strong possibility. Decent firewalls (especially ones that are great at anti-leaks like Jetico) will have hooks. You better ensure all remnants of Jetico are removed before installing another firewall. Have you asked help from their support? What about running a registry cleaner like RegSeeker?