Backing up the configuration and restoring it does not as you would expect backup and restore your trusted file list. The following workaround for this problem is not officially supported in CIS, so is not guaranteed to work in future.
In CIS 5.8 and forwards
Go to Program files/Comodo/Comodo internet security/Database, copy the file named Trusted.db.
After reinstall copy this file back to that location over writing existing.
In CIS 5.5 and before
In v5.5, the files you want are the white ones, white.h and white.n in the same directory as above. These too can be copied and restored on installation. Note if you are installing 5.8 after uninstalling 5.5 this will not work.
With thanks to Captainsticks and LAR Grizzly