It's actually running in the services section of ur task manager, its just not showing up because WB is trying to skin it, I found this out by updating my comodo after reading ur Post.
Now to make it visible, open WB config, select settings,in the popup window select the "Per application" tab, Click the "add" Button in lower left side of the window, it will open a window you use to find your folder comodo was installed in, most likely C:\Program Files\Comodo\COMODO Internet Security, once there select these 2 files, "cfp.exe" and "cfpconfig.exe" , you will have to add them one at a time as you can only add one exe per exclusion.
When you add each exe it will open a new configuration window called "per application settings" check the "Total exclusion ignore this app and do not skin it" box and click "ok". As you add each file you will see them listed in the "original Per application settings tab" you opened in the beginning. When you have added both files to the exclusion list click "ok" at the bottom of the Settings window. Click the apply Button at the top left side of the WB configuration window.
Now close WB configuration window and relaunch Comodo from your start menu programs list, it should now visibly launch comodo and be visible in the task tray as well. It will now always be visible as you have told Windowblinds not to try to skin it ever again.