I've tried the Comodo firewall in Vista. The release version just doesn't work, but the latest beta version works with a few "glitches".
The 3 that I've noticed are:
1) It doesn't turn the Windows Firewall off - so you've gotta do it yourself.
2) AVG Free Email scanner will stop working - workarounds are posted on both the AVG and Comodo forums (just search for username of "usasma" if you're interested).
3) Network monitor says it's not working, but it will accept new rules that you make from the popup warning dialogs.
Sorry John 