Looking for some help

Prompted partly by nineveh_uk's recent post about her virus problems and also by sherylyn's post about useful downloads, I have just downloaded and installed Comodo firewall. It's brilliant. It doesn't let my computer go anywhere dangerous. Especially not the internet - ooh, no, that's a bad place full of all kinds of nasty viruses and things.

Huh. The only way I can get online at the moment is to disable the stupid thing.

So go on. What am I doing wrong? It's recognised my network - I know because I filled in a form and gave the network a name. I've tried posting in their help forum but that's a very scary place where, when I looked at the FAQ's, I didn't understand a word of any of them - not even enough to work out which FAQ might be relevant. Maybe someone will take pity on me. We'll see.