Problems under "Restricted User" Account.

Hi all helpers.
Today I’ve installed CF then I configured to block a port (doing all this under Administrator account), then I logged off and login on under Restricted User account, the policy worked fine, but after I restart the computer, the policy is not working any more!
Then again I log on under Administrator (doing nothing) then again log off and log on under User (Restricted User) and the policy works again, but after restart it is not working any more.
Why ?

P.S.: Restricted User has only Read Only permission in regedit (HKLM, HKCU, …) and in the path the program was installed!
OS: w2k.

What to do ?
Waiting for a reply, thanks in advance.

By the way not to forget, I gave FULL Control in regedit to the following keys :

HKEY_LOCAL_MACHINE\SOFTWARE\ComodoGroup
HKEY_LOCAL_MACHINE\SYSTEM\Software\Comodo

…but still the problem is not gone.