Vista's firewall is configured by default to only work on incoming data, so it won't block a keylogger that tricked its way into your PC. Now it can be configured to block outgoing data, but now you have to write rule sets to permit allowed programs and block arbitrary programs, which is difficult for even advanced users. I don't know why Microsoft hasn't released a firewall add-on. Could be some good money on it.
On the other hand, Vista's default security is better at preventing that arbitrary program from being installed.
I didn't know that Comodo was still having issues with windows updates. When I tried it last January, that was indeed a problem, but I thought they fixed it. I don't know because I stopped using it after that. I had an extra McAfee license, so I use that for now on my Vista PC.
Meanwhile, I'm also having a problem with Online Armor holding up the new Avast release from starting.