What OS have you been testing with? Have you any other low level network components installed besides WinpkFilter LWF? Are you able to reproduce the problem with basic samples like passthru?
Internet Gateway is a very draft sample application which includes some relatively complex advanced functionalities (NAT, routing capabilites). It may be some kind of bug in the Internet Gateway itself. Thats why it would be good to know if this problem is reproducible with a very simple test application like passthru. If passthru works fine then this is probably Internet Gateway issue, otherwise this is something about network configuration or drivers conflict.