Yes, you should be aware that you can't switch firewalls just like that. If not uninstalled properly, some of them leave bunch of entries in Windows registry, therefore preventing some other firewall from working properly. Same thing with antiviruses... just can't have few of them running in the same time on the same machine. I am talking about resident protection, thingies which runs in the background all the time... resident shields. I am not telling you tried to run two firewalls in the same time, but if one wasn't uninstalled completely (read: properly) it can look like two of them are running after installing the other one...
No one could possibly know why Comodo doesn't work on your machine. You have to troubleshot it and see what's happening. There is literally thousands of possibilities. First of all, we have no clue what other security software you are running on your machine. Some things are just not compatible with some other things, and that's it...
Btw, Comodo doesn't work fine just for me... there are many other members happy and using it without any problems. Second thing, I am not quite sure that rule based firewall is something that you need right now. ZA is simple for use, so you better stick with it...
However, I don't believe you are using ZA Pro version, because if you paid for it, you wouldn't switch firewalls just like that... so you are using ZA Free edition. As I mentioned to you in some other thread, ZA Free doesn't protect you the way you would want... just try tooleaky.exe as I already told you.
EDIT: Also best possible thing is write to Comodo technical support (I also provided a link in other thread) and tell them your story... what's your configuration, software etc... also what kind of problems you've got... they are technical support for that firewall. We are dealing with avast! in this forum.