This depends very much on your set-up and how you have set your policies.
What you are describing sounds like a policy conflict. Without knowing more about your set-up it is impossible to say where or what exactly this is but you should check that there are no conflicting policies.
If you still are having issues then you should create a support request and attach your registry and we'll import that into the test machine and see if we can see any conflicts.
http://support.qbik.com/index.php?_a=tickets&_m=submitTo save a copy of your WinGate registry settings:
GateKeeper --> Options menu --> Advanced --> Save Registry
Or if you can't access the Gatekeeper,
Start --> Programs --> WinGate --> Advanced Options --> Registry --> Export Settings