@steel9...my impression of the firewall element of Comodo 10 (after 2.5 years now) is that it blocks everything at least once when in Proactive and the firewall set to Safe Mode. At this point you can make your choice to Allow and remember if you wish. When you allow and remember an allow rule will be set up by the program automatically. Not sure what happens with the other modes for the firewall. If you want Comodo trusted applications to be allowed, I believe the "create rules for safe applications" setting will generate automatically allow rules...as you pointed out earlier was happening on your PC.
Otherwise, the Comodo Firewall is basically dumb. By comparison, Bullguard or ESET or Kaspersky will give you alerts and detailed information on port scanning attempts and also many other events. Comodo blocks them too, but it doesn't scan its logs to let you know when one happens. It's a mechanical firewall that is really very good overall, considering it doesn't monitor for network attacks...just blocks them by default.
Hope you have been able to settle on satisfactory settings. Comodo is still rock solid for me...