Once you've installed Personal Firewall, you need to learn how to set Network Control Rules (within the Network Monitor) to set the stage for all communication flow.

Please refer to our comprehensive guide on Understanding & Creating Network Control Rules:
http://forums.comodo.com/index.php/topic,1125.0.html

Also, read about Reading the Network Control Rules properly:
http://forums.comodo.com/index.php/topic,1102.0.html