I tried pinging this DHCP, sniff it etc. but with no results. Then I found some hint about a built-in DHCP server into Virtual PC. This DHCP server replies faster than my DHCP server on virtual domain controller, so it always won.
To remove this problem, you have to modify the System Policy Rule called “Allow DHCP replies from DHCP servers to ISA Server” to not allow the built-it DHCP server. To do this, go to ISA Server Management -> Firewall Policy and click “Edit System Policy” in Tasks pane. Go to DHCP rule (first one) and add a new exception.
Create a new computer with IP address 169.254.0.1 and add it to excetions. This way the built-in DHCP server will not be allowed to assign IP address to your virtual NIC and it will get the IP from other DHCP servers in your network. Which is exactly what we wanted.