NeT Firewall puts its packet filter between TCP/IP protocol driver and network interfaces. Winpcap installs its own protocol driver which works at the same level as TCP/IP (in parallel) and not intercepted by NeT Firewall. Basically, if you expect high security you should avoid having any other protocls (like winpcap) installed on the system. Primary purpose of NeT Firewall is protecting TCP/IP stack (not winpcap or any other custom protocol).
In general it is possible to intercept other protocols (like winpcap, ndisuio and etc..) in addition to TCP/IP protocol however this approach has some serious disadvantages (may break third-party NDIS intermediate drivers functionality, custom protocols and etc.) and since NeT Firewall is oriented on users who know what happens on their systems it is implemented on the current way.