Sometimes when using proxies I have to use various ports for HTTP, for example 3128 (and others). In Comodo Firewall’s Network Security > Port Set, if I set HTTP to Any Port, would it decrease the power of the firewall or increase the risk of my pc exposing to port scanning?
If you set the port-set to any, you stand an inherently greater risk of redirection to a malicious script, without necessarily being aware. You would be better off listing the ports you typically use in the port-set. Better still, if you use firefox, use something like FoxyProxy I believe there are versions available for chrome and IE.