I'm not familiar with Comodo, but I would assume there is a Programs List somewhere, where you can allow or block programs from accessing the network. It sounds like Firefox has somehow been blocked, so you need to find that list, probably in the Options somewhere, and allow Firefox to access.
It might also be worth checking the other Comodo settings, as if you have the security level set too high, this may prevent genuine programs from access the network, unless you specifically allow them - which might be a pain.
Windows Firewall is fine as a temporary measure, but it only monitors incoming traffic, so is not as secure as a stand alone firewall, which monitors traffic both ways.