When I was still using Comodo, it's sandboxing was very buggy and caused numerous issues. It wouldn't remember your choices and kept sandboxing stuff even after being told to never do it again. Worse than that, it did it without telling or asking you. The only result of choosing not to sandbox an app was having it still sandboxed the next time but without an alert. Hence I always had it disabled. Because of that, I was very leery when Avast! introduced theirs into the free version. I have to say that Avast!'s implementation is much much better and actually works as it was intended to.
If you have both Comodo and Avast!, I would disable the Comodo sandbox. They may have improved in it the year since I stopped using Comodo but the Avast! one is probably better, is far less intrusive, and actually works correctly.
Personally, I feel that all the hoopla about sandboxing is just that, hoopla. I've never seen a reason to even think about using something like sandboxie so I never have tried it.