Thanks Geek,
I think I agree: I had this same opinion by two other people (one on Hijack forum, the other is a friend, a Dell's technician who says that sometimes Vista in its error messages call "dl" the "dll".).
And, as I was installing the SP1, I had to put COmodo on Install mode, and I was not able to block again the dwmapi.dl instllation. Well, it installed as dwmapi.dll. It is by Microsoft, and yes, as many have suspected, it is a part of the desktop manager.
SO, it should be all ok.
Now I just have to see why the SP1 gave me the 0x800F0826 error message and did not installed.
May be Comodo.
Ah, by the way, a-aquared found a low risk riskware in program files\comodo\firewall\s1.tmp, called Riskware.adtool.web32.mywebsearch.bn
and avira found a trojan, Spy.banker.vk.1, on 2 gif images in a offpage site I had downloaded. Anyway, the first can of course be involved, by the second was on another partition, and I had never opened it after the formatting...
Mmm...
Tmp sounds like a temporary file, something that Comodo recollected. I didn't knew that firewall recollected things.
Mumble...

A guy in Comodo forum says that "dl" extensions may be Sub7 malware variant.
But, anyway, it said it wanted to install hook dwmapi.dl, but it installed dwmapi.dll... by Microsoft.