Nope - this is an unsupported configuration.
If this is the case, then the Security log should have had some "audit failed" errors.
What changes have you made (service packs, etc.)
Jim Harrison [ISA SE]
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Noone, but I found out that starting Microsoft Firewall service (wspsrv.exe)
under Local System account instead of NTAUTHORITY\NetworkService (default)
seems to work... Can it be a solution?