Well, fernando, there are horror stories like that when having installed “security” software. I have not tried Jetico, nor intend, cause I am happy with kerio 2.
It could be good but not easy.

On the other hand I tried Comodo, out of curiosity. Needed to know why all are speaking of it in wilderssecurity forum, here too.
It is only, I have a netphone program that needs to allow all UDP traffic to both incoming and outgoing connections to a certain IP range for all ports.
So Comodo was not working out of box. And there was no way I found to allow those ports only to that application.

I sure checked comodo forum and all I could before I decided to uninstall it. It did not also have a configuration file like kerio 2 that is a simple packet filter with no bloat.
Comodo used windows registry to store all the rules.

Kerio 2, even 4 when it is trusted maybe, allow to make rules for any app with no difficulties. Sygate does that too, but it has a problem with avast’s local proxies in loosing outbound control, other than that it is a nice no worrysome firewall.