Vlan port scanning issues!

[Lyecdevf]

So today I was playing around with my Virtual Lan settings. I set up my virtual machine (windows) to have a NAT connection. I port scanned it from my other virutal machine also on NAT and I got all these open ports. So you are asking me what is the question? Well my question is this! While I had a bridged connection every time I port scanned my virtual machine I always got the message that all ports are filtered. So I thought that the problem was with the firewall. I stopped the firewall and rebooted the machine but I got the same results. The firewall zonealarm was displaying all these logs from port scans so the packets were reaching it. Here is what I do not understand. How come when I port scanned while I had bridged connection the firewall was picking up the logs but my port scanner was not picking up open ports but when I changed my Vlan to NAT connection the firewall stooped picking up logs but nmap was picking up open ports? Any one have any idea?