
Few examples, short version.

You can choose to turn AV off and choose to scan what ever files or folders you want with a right mouse click.
You can easy go to FW and choose "define a new blocked application" and choose from "running processes" wich means if you download a new program you don't trust, but like to try.
Turn off your internet temporarely, run the program, and when that program is active, choose it in that list, running processes, apply.
Then turn on the internet.
You can also make it more or less sensitive so you do or don't get questions all the time when something wants the internet, and choose to remember your action, or not.
The defense+ can for example be set to training mode, so the first time you start Gimp, it will add all the new stuff to a list instead of asking for decisions all the time and you can later on remove them or what ever you choose in peace.
Thats my little short tut on Comodo and it might be similar maby to other alternatives, but there you have it.

Anything is better then nothing at all, put it that way.
