Although I’ve never had such issues with Firefox, I did try Free Download Manager and it also worked fine. The issue you are having is that for whatever reason Free Download Manager is being Contained, which it should not be.
What I want you to do is:
1). Open the Comodo GUI
2). Click settings
3). Click containment
4). Click AutoConatiment
5). in the list of stuff that opens on the right look for free download manager- If you see it there it may have a BLOCK designation under action. Edit this to IGNORE, hit OK and exit
6). Try a download with it and let use know.