Virtual Private Server 2003 SP1 - 32bit

I have install comodo inside a VPS, Virtual Private server, over an isp internet provider.
Unfortunantly is not working, is stop on a message that say “initialize…” and just not working

Before installit there I was make some test on my PC with virtual pc, and comodo firewall works perfect, on my ISP, just not working

I run MS Server 2003 Enterprise edition SP1, 1G, but is virtual machine on an ISP.
The comodo is the 2.4.18.184.
I have 4 ips on this computer.
I have no other firewalls.

All the Security Monitor is RED, and off, and the icon on the down bar is not change to show the movment trafic, but when you move the mouse over say that is still initialize

After some time 3 msg appear and say that can not work.
What else I can not do to this remote desktop is to debug application.

In my virtual pc, I make a lot of install and uninstall to test how to place comodo, from distance, from remote desktop and not cut by the firewall, and all works perfect, and I find the solution, how to setup it just before cut me from remote desktop.

But in the other server just not start.

any idea what is happening ?
what to change to play.

Thank you for your time
Aris (S)