2017-06-17 I have quit using this. It is impossible to install without excessive pain.
I am determined to use and tame this thing. I tried Tiny Wall and it is easier to use in that it is a front end for Window's own firewall. TW refused to allow local network activity so I went to Comodo. Turning off TW to use the network did not work because the settings stuck to Window's firewall, which needed to be reset to allow local network.
Comodo can be irritating with popups depending on what you are doing. Normally it is quiet and on those sporadic popup fests you can just click allow. Sometimes the "allow" is remembered (it seems) and sometimes not. For example with Private Internet Access VPN, I had to manually label three files and "trusted".
The best way to have handled this is when I installed PIA. On the first alert popup just choose treat as installer (because it was an installer). The non-installer popups are not as clearly handled.
If you did not do the "treat as installer" action and installed PIA by repeatedly clicking "allow" you will get popups every time you start PIA.
Here is how to fix it.
Scrolling down the file list is fairly fast and the untrusted files are quickly obvious. Or just click the top of the file rating column and the list will sort by type. I did need to do this three times for the settings to stick - what's up with that - but it does the trick.
Using Comodo can raise you paranoia level. It catches activity that would be gratefully revealed if not initiated by the user. As long as you understand how to tame the beast, you could learn to like it.