I have installed the Comodo firewall onto a vista laptop but my wireless antenna icon is saying that the WLAN is disconnected.
When I uninstall comodo it is fine.

Is there a setting I can get into?

I had downloaded the 32 bit and using 'Basic' option with fewer alerts etc

I know of several other people having the same disconnection problems with Comodo. We switched to Zone Alarm and it works fine.
Be sure to uninstall Comodo if you decide to try ZoneAlarm. Comodo seems to be harder to configure.

http://www.majorgeeks.com/ZoneAlarm_Free_d388.html

Select the Author's Site under Free Downloads From: in the center of the page. Hold down your Ctrl key before you select the author's site so that it will allow the download if you have a popup stopper. Keep holding Ctrl until the save box appears.

Someone else may be able to help you with the Comodo settings, I haven't had any luck on that, I think Zone Alarm is a better firewall anyway.