NASA Wiped Imagery of Comet Hitting Sun
Here's a few more rational evaluations:
- Bad Astronomy: The comet and the Coronal Mass Ejection
- Astronomy Picture of the Day: Comet and CME on the Sun
- Sungrazing Comets from the Solar Physics group @ U.S. Naval Research Lab
Solar storm Halloween 2003 SOHO EIT and SOHO LASCO
The 'snow' that strikes the camera after CMEs directed Earthward are the protons and other ions in the CME. Some of particles scatter in the instrument at angles that let them cut across multiple pixels in the imager and create the occasional 'dash' structures that last for one image (as opposed to a comet that you would be able to track across multiple frames).
Update, June 4, 2012: Thanks to a reader who pointed me to a simple analysis of a possible comet/CME correlation on the Comets Mailing List: Sungrazer-CME statistical analysis.