Firewall not working in bridge network

Hello
I set my ADSL modem in bridge mode and create PPPOE connection in my windows OS. But firewall not working, for example role not working or don’t ask me for new app that want to use internet.
OS: win 8.1 64bit
Free comodo firewall (latest version)
Please Help me

Maybe test the firewall functionality by clicking the (stop all network activity) button in the (task interface), and then checking internet connectivity ability.