I would like to be able to give you general rules about Comodo, but I just don't know how it operates. If it were ZoneAlarm I could tell you. In general for any firewall, if you know what the program is and it wants to have rights on your computer, its OK to let it. If it wants to communicate with the internet, that is generally fine, unless there is no reason for it. It is when it accepts connections from the internet on its own, that you should stop and think. Very few programs need that kind of permission. IM clients do, VPN's do, and other remote connection programs do, but only if you use them.
About the Daemon tools problem look in the add remove programs control panel and see if SPTD is listed. If it is, uninstall it. If not look and see if there is a folder named that. If there is, see if there is an uninstaller in its folder.
By the way, Comodo has a Forum
where there are Comodo users that answer questions. Not sure about how it works there, but I am sure that if you sign up and ask questions someone will help you.