Firewall and Online Console Gaming Help

[Haku]

All right. As far as my firewall is concerned, I really like it. I'm currently using COMODO, and while it's a bit...frustrating at times, it's really reliable, and keeps my system really safe. My last one had a lot to be desired, and constantly got some sort of virus or malware. However, what's pissing me off about it is the hassle I have to go through when I want to connect my 360, PS3, and laptop to the internet. I cannot have a router, since it's a $50 fine if you're caught with one in your room, so I have to connect everything one-at-a-time to the modem.

To use my internet for outside uses, I have to shut down the firewall on my computer, flush the DNS cache, connect my PS3 to my modem, reset it, and then maybe, just maybe, it will connect to the internet. It's about a 50/50 chance about it doing so. And then, when I turn it off, or during certain points, it completely looses connection and I have to redo the process again.

I'm honestly getting really frustrated with it. Before I installed it, I had no problems accessing the internet from my consoles and laptop. However, now it's like a game of chance whether I'm going to get on. And if I do, it's only a matter of time...

I know COMODO is one of the best free firewalls on the market. However, are there other alternatives that won't lead to frustration, but offer great protection? Or can I modify it so it will fully let my notebook, PS3, and 360 access the internet without needless tedium?

Edit: Just uninstalled COMODO to be for sure that was the cause of it, and it definately was. I'm having no problems connecting to the internet now, though I still need to find some way of making COMODO more cooperative, or some other firewall solution.