Shared Internet Connection on Windows 7

Hello, I started using Comodo 64bit on a Windows 7 Professional 64bits with 2 LAN boards. I am using Shared internet connection and the firewall does not block the traffic on this connection though I am using a block all rule.
My intention is to limit the shared ports. I tried the same on a Windows XP with Comodo 32bits and it works fine.
Is this a matter of Windows 7 or the Comodo Firewall can be fixed to block all the traffic as it did?

Thank you very much for your help.