Firewall not work with more than one PPP connection

Have two: PPPoE and VPN connections. Firewall work only with one (last connected) of them.

Checked on Windows XP SP2, CIS 3.12.111745.560 x32.

Do I understand you correctly that you have a PPPoE connection that you use with and without VPN connection?

We need more information about your Firewall set up. Let’s start with a screenshot of your Global Rules (Firewall → Advanced → Network Security Policy).

PPPoE connection used with VPN connection together.
Situation: Connect PPPoE then connect to VPN. Firewall will work only with VPN interface but not PPPoE (See Firewall → Common Tasks → View Active Connections). Why?

It makes no sense cause firewall security level is disabled.

Interfaces! Coverage of the interfaces!!

Just for clarity. Can you run the connection with just the PPPoE connection and the firewall enabled?

It makes no sense cause firewall security level is disabled.
In order to figure out what is happening I need some basic information. Screenshots of Global Rules are needed.

I also would like to see a screenshot of the Firewall logs of around the time the connection is made. They can be found under Firewall → Common Tasks → View Firewall Events.

No matter: enabled or disabled if firewall driver not cover network interfaces.

I repeat: It’s not settings! Trouble in firewall driver.

Things are more clear to me now.

I was reading your opening post again and saw that you are using v3.12. Does the same thing happen with the latest version: 3.14.130099.587?

What VPN program are you using?