I downloaded COMODO Firewall Pro

But do I still need to enable Windows Defender & Windows Firewall?

IIRC, Comodo should disable the Windows firewall automatically but if it didn't, you should disable it manually. You can keep Defender but I hope that's not your only spyware program.

Which install options did you choose for comodo? Did you choose the +defence option?

You should have 1 Anti virus program
1 Firewall
1 or more Anti spyware products.

What do you recommend?

I use Comodo firewall
Avira AV
and spybot as on demand anti spyware with spyware blaster.

http://www.avira.com/
http://www.safer-networking.org/
http://www.javacoolsoftware.com/spywareblaster.html

^^ thanks , i might get those.
is avira AV have the same interface as AVG 8?

Most AV products will have a different interface. The majority of AV products have the same options, its just a matter of finding them.
Avira is fairly easy to navigate, there are three groups on the left that will lead to information and options.

I always heared purchased protection is better then free.
Is that fully true?

In some cases purchased protection can be better than free protection.

The problem is that the anti malware field is changing every day, one day a free protection will be better than a purchased one the other day it will change.
If you want to use a purchased protection NOD32 is one of the best http://www.eset.com/ however avira AV can find things it cant.

http://www.av-comparatives.org/ look at the Retrospective/ProActive Test. This will show that Avira (free) is better than NOD32(paid) in some areas.

I personally run Comodo Firewall and Windows Defender. They run fine with each other.

While some free A/V's can be as good or better than SOME paid A/V's, just because it finds something others miss doesnt make it better, it could just be an instance of finding a FALSE positive and the others didnt pick it up because it is false , Avira might very well be the best free A/V on the market , You would be hard pressed to say its actually better than ESET'S NOD32 or Kaspersky, Norton etc , ESET is the ONLY antivirus technology that has not missed an "in-the-wild” virus in Virus Bulletin VB 100 testing over the past nine years


ESET has achieved 51 Virus Bulletin VB100 Awards, more than any other vendor.
In Virus Bulletin's comparative tests, ESET NOD32 Antivirus has not missed an 'In the Wild' virus sample since May 1998.

and from http://www.av-comparatives.org/ themselves

In an independent test by AV-Comparatives, ESET NOD32 Antivirus has consistently achieved
the best results among all tested brands. "ESET NOD32 Antivirus is the leader in Advanced+ awards,
having received top honors in each of the last five tests. This represents the most proactive malware
detection capabilities of all the products tested over the last 12 months."