Since I and others have no problems installing Comod Certificates it's likely you're doing something wrong. Perhaps it's something subtle.
Is your domain set up under the User level of the admin login? Or under a reseller? If the former, then you may need to do some work through the shell to install the CARoot chain. Search these forums for more information as I don't have time to search for it right now (or perhaps someone else will reply).
If the latter, then the problem is more subtle, and I and others can probably only help further upon logging into your server and doing a bit of forensic analysis.
Which Comodo Certificate are you trying to install?
I generally charge less to issue and install a new Certificate than I do to fix some else's install, simply because I find it takes less time. Feel free to contact me by email if you'd like my professional services to resolve your problem.
Or contact one of the others who offer DirectAdmin server administration services on these forums.
Jeff