Windows Defender MSMPENG.EXE

I have Comodo Firewall and Antivirus installed.
Do I need to keep this running also? It still shows up as a running process.

Another quesion… I got a CF popup that said something about CLP/Terminal Services/Fast User switching disabled. This is not the full message - but all I can remember now. If you know what I am referring to…do I need to change something? I may have disabled Terminal Services at some point in the past…I did read/follow an article on disabling unnecessary services.