Thank you for trying out the firewall. I agree, sometimes firewalls can be very annoying. If you decide to keep Kaspersky Internet Security 2009, which I recommend you do because it has both an Anti-Virus and a firewall in one, make sure that you pay for it so that it can update daily. It would also be very helpful to get Kaspersky Internet Security 2009 because it can update both your firewall and Anti-Virus at the same time so that you might not forget to update both.
If you decide to uninstall Kaspersky, there are still some good free anti-viruses,
Also, If you uninstall Kaspersky Internet Security, make sure that you install a firewall too. I understand that you don't like Comodo, so you could possibly try another one.