I fixed the 'Anti-hacking system detected modification of the miner memory. If you using an antivirus, add miner to antivirus exceptions'
I uninstalled Comodo Firewall, the miner works fine now
I reinstalled Comodo Firewall and changed settings:
Advanced Protection
Miscellaneous
Check 'Don't detect shellcode injections in these applications
Click 'these applications'
Add miner
that's it, miner is working and I have the firewall on