If you are going to get a firewall, dont install COMODO while the windows firewall is turned on.
It may get you big problems thats diffycult to fix.
My computer got messed for some minutes ago...
I need to go on Safe-mode to uninstall.
So be careful when installing firewalls!

Windows security center is supposed to detect comodo and switch to monitoring its status lol, maybe you where unlucky?

Actually Saying that you should always turn windows firewall off first in any case

No, cuz COMODO recomended to restart the PC, then it had a conflict with Windows...
And 1 more thing: My security center has never been activated.
I have posted the poblem in Computer Help section