Auto sandbox exclusions shouldn't be neccessary unless you recieve a popup, did you exclude the whole comodo program file in avast file system shield ? the avast default settings are the best for a balance between speed and protection.
If you've added exclusions for avast to comodo applications list ( whatever its called ) there should be three avast services that need to be set to allow all ( UI, UPDATE and SERVICE )
What browser are you using and how do you connect to the net ?