When you thinapp Firefox make sure the resultant executable is "Firefox.exe", that way Ad Muncher will block the ads.

If you thinapped Firefox with a different name (e.g.: "Mozila Firefox.exe"), then you need to add it manually to Ad Muncher; to do it, just go to:

Ad Muncher Configuration > Options > Filter Targets > Recent program names

Select your Firefox from the list and click Filter.

Read more at: http://communities.vmware.com/message/1499685