I like to use a VM with its NIC bridged to a real NIC.  Sometimes I work at a client site where there's a Windows domain policy that blocks this.  Here's the work-around:

1. Disconnect from the network.
2. Regedit
1. Search for NC_AllowNetBridge_NLA
2. Set each instance of NC_AllowNetBridge_NLA = 1
3. If Network Connections is open, close it.
4. Open Network Connections
1. Select the two connections to bridge, and click Advanced/Bridge-Connections

If there is a domain policy in effect, a few minutes after you reconnect to  the domain, your policy change will be un-done.  However, the policy only prevents the CREATION of new bridges -- it does not disable bridges that are in existence.