'BLOCK ALL' mode - Virtual machines are not blocked at all


Comodo Firewall latest [3.14.130099.587] ; XP sp3 Pro 32-bit US-English fully updated

Just noticed something quite strange - from the tray icon I select
Firewall security level → Block All Mode
As expected, this blocks all connection attempts - but not for virtual machines. I have Microsoft VirtualPC 2007 installed, and started a virtual machine (guest OS again XP sp3) inside it. All the apps from the virtual OS can connect to internet without any problems (while apps from host OS can’t).

As I understand it, connections from virtual OS go like
virtual OS → host OS → Internet
Why then virtual OS can establish connections ? From the host point of view, virtual OS is just another application. If one can bypass the firewall, how can I be sure about others?

I’m running v4.x and I can block my VMWare workstations without problems, as v3 is no longer updated can you please update to v4 and try again.
Or verify that “Monitor NDIS protocols other then TCP/IP” on Firewall advanced settings is ticked, But if i remember correctly they have fixed this bug in v4.