I installed back again Comodo FW. Strange because I went up to check the pre-defined rules after install and it is set quite exactly as the Windows FW, i.e. to let all outbound permitted (I guess they don't want problems). Has someone been successful in playing with those rules in order to be more "secure"? :'(
I didn't see it as quite the same as windows fw.
Under firewall behaviour if you have it set to safe mode then it will only alow outbound traffic from applications it knows are safe. All other traffic is alerted.
By default it no longer creates rules for safe applications, but you can tick the box below to have it do that if you want.
I imagine it would treat any of the major browsers as a known safe application.