Firewall not blocking connection through VPN

I am using Comodo Firewall 3.9.95478.509 with Windows 7 RC.

I have several applications blocked in the firewall, and everything goes well until I connect to my office VPN (a Juniper VPN connection). When I connect to the web through my VPN, Comodo firewall detect the new Network, but doesn’t detect the blocked programs trying to exit, so they exit without problem.

This renders Comodo firewall uselless with my VPN connection :'(.

I am new to Comodo Firewall so perhaps I am missing something with the configuration.

Any help would be greatly appreciated.