How do you set up your Comodo?

Also, (sorry for the double post), but you can refer to this post by fellow member Zyrtec in this thread. It's referring to custom Defense+ rules that you can add to prevent many infections. The basic idea is to prevent any execution from \AppData\, as many malware runs from that location. In a nutshell, you should add...

C:\Users\*\AppData\local\*.exe
C:\Users\*\AppData\local\*.sys
C:\Users\*\AppData\local\*.dll
C:\Users\*\AppData\Roaming\*.exe
C:\Users\*\AppData\Roaming\*.sys
C:\Users\*\AppData\Roaming\*.dll

... to your protected files & folders in Defense+ settings.