Could you please specify the exact version of the NeT Firewall you are using. There were some problems relative to MMC console initialization and shutdown, but we hope we had fixed them.
However, there is also a chance that NeT Firewall driver was not succesfully installed on your system. Did you have NeT Firewall working at all? Is it just a startup/shutdown problem or you could not managed the firewall to work at all?
NeT Firewall should be able to see and filter packets on all locally installed Ethernet, WiFi, dial-up network adapters including the virtual ones.