Wow - haven't a request quite like this before! Anyway to do what you want you would basically have to disable TCP/IP on the host NIC in order to force everything to go through your VM.
Next configure your VM to have two NICs,
One bridged to connect to outside world
One host-only to pass the filtered traffic to your host
Finally in your host open the network settings property on the NIC your VMware install added for host only networking (vmnic1) and add a default gateway to that NIC pointing to your "filtering" vm.
Outside -> bridged nic on vm -> vm does its ids/ips stuff -> host-only nic on vm -> host
Good Luck