I've got this little problem myself
I was running avast! 4.7 and Comodo Pro Firewall 3 until recently when I scored a free copy of CA Internet Security Suite via a rebate.
After testing the CA Suite on an old XP box I have lying around, I decided I liked it and wanted it for my main machine. I disconnected from the internet, uninstalled avast (rebooted), uninstalled Comodo (rebooted), and installed the CA Suite from the disc.
After all was done, connected and updated, I found the Vista Security Centre was complaining more than one firewall was enabled. I double-checked the Vista firewall to find it already off Delving further into the situation, I found it was registering Comodo still. I ran CCleaner, deleted the Comodo folder from Program Files, and rebooted. After the reboot, I ran CCleaner again, but it's still saying the same thing! See picture below.
Does anyone know how to fix this? I'm positive the program doesn't exist on my computer anymore, I'm guessing there's a setting hiding away somewhere (perhaps in the registry) telling the Vista Security Centre that Comodo Firewall is installed and on.
A Google search finds plenty of information on the removal of Comodo Pro Firewall 2.x, but nothing on version 3.
Thanks in advance for any advice,