Do you pass the connection test now with ZoneAlarm?
For the correct setup of ZA, check this:
SourceForge.net: FAQ.FirewallsRouters.ZoneAlarm - shareaza
PS.: I still think there has not been an incompatibility between Comodo and your router. This is highly improbable. The problem was probably only at one side, and it probably has been an issue on your Computer (if the router used to work).