Thank you for reporting this, but the more detailed network configuration would be appreciated. Like what network adapters do you have, what type and which of them are connected (ipconfig output?). And how Internet Gateway identifies these ones (may be screenshot?).
Although, I have to note that Internet Gateway is just a sample coded in a day to demonstrate usage of WinpkFilter driver for NAT solutions. And of course it does not pretend to be a well tested end user application.