I have just updated to 3.10 and changed to Comodo DNS. Configuration is set to proactive.
I just had a firewall alert saying System is trying to receive a connection from 195.178.145.81 which seems to be in Ukraine so I blocked it. This never happened before.
I am behind a router also with ports stealthed to all except my home network.
It’s not all that unusual to receive inbound connection attempts from anywhere and there are many reasons why you are seeing this.
If you can post a screen shot of the log entry, maybe we can identify why.
Incidentally, I don’t believe it has anything to do with changing your DNS servers. In case you didn’t realise Comodo uses 156.154.70.22 and 156.154.71.22.
UDP port 137 is NetBIOS name querie. It’s not at all uncommon. If you haven’t already, disable NetBIOS over TCP/IP on your network adapters advanced property page.