A mini tutorial of how to open ports for Windows Media Connect:

I. First, you must go to the 'Network Monitor' panel, right-click the mouse and choose 'Add rule'->'Add'.
II. In the new window that appears, put the following 2 rules:

1. Rule for TCP protocol

Action = Allow
Protocol = TCP
Direction = In
Source IP = Any
Remote IP = your IP adress (you can use 'Any' if you are using a modem, not a router; this way you won't have to change the IP every time you connect to internet)
Source port = Any
Remote port = 'A set of ports' = 2869,10243

2. Rule for UDP protocol

Action = Allow
Protocol = UDP
Direction = In
Source IP = Any
Remote IP = your IP adress (or 'Any' )
Source port = Any
Remote port = 'A set of ports' = 1900,10280,10281,10282,10283,10284


III. After creating the rules, remember to move the rules up, over the default rule 'Block IP in'.

More info on Comodo forum: http://forums.comodo.com/index.php/topic,926.0