Ivy...
Follow the instructions,
here, to turn on Fast User Switching.
When using any firewall software...
1) If this is a new installation of Comodo...it will need to learn what applications you use that need access to the Internet. So if you click on a link to your browser or open your email program or any program, for that matter, that requires access to the Internet...Comodo will display a dialog box asking if you want to allow or deny this appication from accessing the Internet. If you know the program Comodo is referring to, i.e.,
ie.exe...this is Internet Explorer...it's not hard to figure out that you'd want Comodo to allow this. There should be a check box to remember your decision or answer...so Comodo won't bother you with that particular application again...this is its way of learning.
2) The same goes with any application you use that requires Internet Access...be it Outlook Express...AVG...etc., etc.
3) Now we don't know all the software you have installed on your computer that requires Internet access, but just be careful you don't deny a program that needs access...otherwise...you'll be scratching your brain trying to figure out just what went wrong.
4) If you're not sure you should allow or deny a program...give us a shout when you get the Comodo dialog box and we'll be more than happy to walk you through your decision...
-Good Luck!
-Steve