Windows Server 2012

The following solution posted by mastersto in Microsoft Technet Forum worked for me.

REMEMER to run WIndows Powershell as Administrator

PSH> Get-NetConnectionProfile
Name : Unidentified network
InterfaceAlias : vEthernet (Local-10)
InterfaceIndex : 18
NetworkCategory : Public
IPv4Connectivity : LocalNetwork
IPv6Connectivity : LocalNetwork

PSH> Set-NetConnectionProfile  -InterfaceIndex 18 -NetworkCategory Private

Source:

http://social.technet.microsoft.com/Forums/windowsserver/en-US/6e2863a6-c52c-4c1a-acd8-99bd31d1ea46/networks-were-set-to-public-by-the-installation?forum=winserver8gen

http://blogs.msmvps.com/russel/2013/12/29/set-network-location-to-private-in-windows-8-1server-2012-r2/