Do you have the latest version which is 3.8.65951.477?
If so try uninstalling and then reinstall.
If you have an older version go here to download the new one:http://www.personalfirewall.comodo.com/
Then uninstall the old one and install the new firewall without the av If you prefer firewall only. For the best outbound protection you need Defense+ also.
Default settings will give fewest pop-ups but you can increase the levels and select more options if you are happy to deal with those. Details are in the help file.