Trojan being loaded during game

Hello.
This is my first time on this forum site.

I use Comodo Dragon when I play any gaming site, because of its stability. However, the last few days, when I play a golf game through wgt.com, Microsoft Essentials catches Trojans being downloaded through the Comodo browser, and they are cleaned, and I remove them immediately from my PC.

This is a first in all the years I have used Comodo. Is there security issues that I should be aware of with the browser?

Thanks very much.
Jeff