1. This could be caused by both of your network cards being set as internal. The network card pointing towards the internet should be marked as "External" and the network card pointing towards the LAN should be marked as "Internal", as shown in the image below.
2. a) Do you have any other firewalls installed?
2. b) What version of Windows / Service Packs are you running?
2. c) How does the WinGate server connect to the internet? Network card to a router, an internal modem etc..?