Platform:
System: Windows 7 x64
Comodo Internet Security (Without Defense + or Sandbox) - v5.0.163652.1142 with DB 6388
Other: No other blocks I removed all. routers, Windows firewalls = clean ethernet.
Problem:
I use Windows Remote Desktop and I cannot connect, if firewall is enabled.
Rules made:
I have rule made for ‘mstsc.exe’ to be ‘Trusted Application’ (I know I only need TCP IN 3389, but that will not work either).
As soon I hit Firewall down on Guest machine everything works. Have been looking other rules and firewall logging but there’s just no connection made to anywhere else and on ‘training mode’ it doesn’t learn anything just blocks the connection.
-edit-
This thing doesn’t even detect the application… Tested with Router without firewalls with NAT all allowed. 
http://www.mediafire.com/imgbnc.php/1e70ce51eb9be4ad6bfdb7055ad4baf66g.jpg