VPN Connection Problem

I use AnchorFree Hotspot Shield VPN for my internet connection and also have Comodo Firewall Pro (CFP) installed on my PC. Every time I connect to Hotspot Shield VPN network, Comodo Firewall starts logging Inbound and Outbound Violation (Access Denied) with “nbname” and “nbdgram” as the blocked port (138), and the protocol is UDP. I also receive ICMP error log with “Port Unreachable”. The specified reason is “Network Control Rule ID=7”. Although all of these logs severity are medium but sometimes CFP blocks my VPN connection which results in not having access to the internet or slowing it down. Exiting Comodo Firewall solves this problem, but I want to have this firewall enabled. I have already granted the VPN software access through CFP. Please let me know how to solve this problem. Thank you! (:WIN)