Most probably this is VMWare bridge, in order to support bridging of guest OS it has to put real network interface into promiscuous mode and has to filter out loopback indications. Since packets are repackaged by WinpkFilter it may miss to recognize loopback and reroute it. I have experienced similar problems when experimented with ethernet bridging. There is another post on forum regarding VMWare, so I plan to do some tests with it. By the way, do you experience any problems in getting IP address for the guest vmware OS bridged to real NIC?