As per the title:
I just started noticing this a day or two ago, but whenever my brother plays Monster Hunter Portable Tri with his buddies over Ad Hoc (Japanese version) I get a few blocked entries on my computer firewall. I have this computer stealthed via the stealth ports wizard, to everyone. I did not pick the ‘trust the network I am on’ feature, even.
It is only three or so entries each time he fires it up/logs on PSN, with the following:
Application: Windows Operating System
Action: Blocked
Protocol: UDP
Source IP: 192.168.1.x (whatever his PS3 is at the time, usually .15)
Source Port: 3658
Destination IP: 192.168.1.2 (my PC)
Destination Port: 3658
He doesn’t seem to be having any issues connecting to PSN or playing with his friends, but I’m not so sure the other PS3s in the house cause these notifications. I can’t seem to replicate it with my own just by turning it on or signing in to PSN, but I’m not trying to play Monster Hunter over Ad Hoc Party, either, and that may be the issue. I don’t have the game to test it.
Mostly, I’m baffled as to why his PS3 even needs to contact mine, if I should allow these connections, or just let Comodo keep silently blocking them. We’ve never used the consoles in the house for media sharing, so that shouldn’t be why it’s trying to ping this PC. I did a forum search and the only thing that seemed to briefly touch on this was a thread from '08, but that user was having issues playing and connecting. We aren’t having any, it just seems the PS3 is wanting to chat at my PC and I am not entirely certain that’s safe, as a poster in that thread seemed to be of the opinion that the PS3 is wanting to act like a DMZ host or something and allow anything in and out. What this has to do with my PC, I do not know, but any advice or light on the subject would be nice. 
There is another PC in the house running Comodo as well, with pretty much the same set up, but it is not getting intrusion alerts from the the Playstation.