The fact that you're getting this result from the Badfish test page means that Privdog is not validating SSL certificates correctly. This is incredibly bad -- uninstall this software immediately.
Neither of those links imply that PrivDog is bundled with those apps. It just mentions it as something you can download.
Edit : Just re-read the linked document. Yes, it does indicate that it's an install-time option. However, I've yet to see confirmation that Comodo software comes bundled with the SSL-intercepting version of PrivDog.