Ok if I add the avast .exe files to Comodo manually and turn off advanced security checks then they get along fine (slightly slower boot but within reason).
Into the firewall settings, the following programs should be allowed to connect:
C:\Program Files\Alwil Software\Avast4\ashWebSv.exe (avast! Web Scanner)
C:\Program Files\Alwil Software\Avast4\ashMaiSv.exe (avast! e-Mail Scanner Service)
C:\Program Files\Alwil Software\Avast4\Setup\avast.setup (avast! Update executable)
Don't need rights to connect:
C:\Program Files\Alwil Software\Avast4\ashServ.exe (avast! antivirus service)
C:\Program Files\Alwil Software\Avast4\ashUpdSv.exe (avast! Update Service)