Hi,
I do use avast! FREE + Comodo (FW/D+) on another PC. But there is no issues @ all. I hope you have restarted your PC after installing security softwares. Did you try disabling avast or Comodo to see which affects on downloading or on-line games? Or you can try adding Comodo and avast to respective exclusion lists.
BTW let us know your O/S and what additional security softwares on your PC.
Cheers...