Any option will work fine, the defense + is something extra here's the description of what it does from the Comodo Help File.
The Defense+ component of Comodo Internet Security is a host intrusion prevention system that constantly monitors the activities of all executable files on your PC. With Defense+ activated, the user is warned EVERY time an unknown application executable (.exe, .dll, .sys, .bat etc) attempts to run. The only executables that are allowed to run are the ones you give permission to. An application can be given such permission to run in a variety of ways including; manually granting them execution rights in Computer Security Policy; by deciding to treat the executable as trusted at a Defense+ alert or simply because the application is on the Comodo safe list. Defense+ also automatically protects system-critical files and folders such as registry entries to prevent unauthorized modification. Such protection adds another layer of defense to Comodo Internet Security by preventing malware from ever running and by preventing any processes from making changes to vital system files.