I'm using Avast free with Comodo FW Pro 2.4 with no problems. I only installed Avast's Web, Standard, Network & Mail Shields (I don't use IM, P2P or Outlook/Exchange). The Comodo forums are recommending installation of the FW first (which I did), reboot, install Avast, reboot, then "fine tune" the two to your liking. You should perhaps create a restore point in System Restore first and be sure to completely uninstall your prior FW & AV with all available removal tools at maker website. Be sure to shut down any security programs/guards/software before you begin. Of course I have my 2Wire 1800 DSL router firewall set to defaults for the most part. First connection attempt went like a charm. I have experienced no connection issues, no BSOD's ever with these two programs. FWI, both programs have always updated just fine as well.
Hope this info convinces you to try Comodo! Great FW even a female like me can install right out of the box. Great user forum. I highly recommend checking out their helpful tutorial (if they still have it on-line) on how to install/setup to facilitate a smooth install. This is the link for where it used to be (takes a few seconds to load):
http://www.embsolutions.com.au/cpf_rule/