You must create a link between the Protector virtual network card and the physical network card connected to the Internet on the host computer. Then also create a second link, between the Protector second virtual network card and the physical network card of the host computer connected to the LAN.
To do this, please use a program that is part of the Vmware suite, called vmnetcfg.exe. In the picture below, the virtual cards VMnet0 and VMnet2 are bridged to the 2 physical network cards of the host computer. If I remember well, the protector uses VMnet1 and VMnet8, so he must bridge those 2.