I think it`s a matter of priorities with XP.
If you want to keep Avast and let it run with nothing getting in the way, then it`s best not to install a firewall that has an anti-virus built in as part of the package.
Unfortunately, Comodo Firewall Pro has just that and more besides. You can get round it, though, by installing an earlier version from Filehippo: click here
Scroll down to version 126.96.36.199. It`s a perfectly good firewall but without the bells and whistles of the latest versions and runs very well with Avast on XP.