A few days ago I wrote Problem with Comodo Update under Windows XP and Problem with Comodo Firewall Update under Vista and described what problems I had with the update and that it not work properly. Now I also wrote the support and in the forum and I got en email, that I have to start „Diagnostics“ from the „Miscellaneous“-Menu. When it says that something is false/broken I have to reinstall the Comdo Firewall.
You have to know, that Comodo Firewall is now known as Comdo Internet Security and is a Firewall with Antivirus. But you can choose at install-time, if you want to install the Antivirus too. After reinstalling the firewall all works properly fine. The red warning-shield from the Windows Security Center is not popping up again and the firewall works also fine. The support knows about this problem and maybe is working on it.