Trust Connect Confused does not set DNS address correctly on install

I installed Internet Security Premium and when installing it asks if I want to use the Comodo secure server.
So I say yes, install and then reboot. I look at the DNS server in v4 and it is set to custom but it is the same address as the default, NOT the Comodo server.
So I input the correct address’s, in both v4 and the router DNS. SO I AM UP and connected correctly.
I have been compromised recently, “man in the middle” with a cloned AP and emails a few times a week by known trouble makers.
IS this typical on install that Comodo Internet Security Premium does not properly change the DNS setting for the their secure server on install, or is it possible I am being…been hacked?

I find it strange that the program changes the DNS setting but not to the correct address.

Also I did a visual route on an address facebook. Well it makes it their fine but none of the server addresses for the Comodo server are marked on the route in Visual Route.
Am I missing something here??? CONFUSED

Thank You

Vista 64 HOme Premium

You probably should send your question in the Comodo Internet Security section: Comodo Forum