I just had a similar problem when I switched to a different computer. Turns out that I had to go into Comodo (Firewall panel) and define thebat.exe as a trusted application. Even though I'd killed it from the tray, there still was an unkillable Comodo task (I didn't bother with preventing it with Autoruns -- I tried this first) that apparently was stopping The Bat from getting out at all. Once thebat.exe was in its trusted app list, though, it worked perfectly -- I didn't even have to reboot the system.