I am using version GNS3-1.3.10 do experiments, such as science, the other versions are possible. If you do experiment with other versions can be successful, so much the better. In the GNS router configuration and local interconnect network adapter to ping, direct local connection using this card, can not ping each other on, but I heard some are not, and if you can, so much the better. It is not research experiments to achieve the success stories.
1, first teach you how to add a loop port (Loopback), did not see the first loop port. , We add it. 
2, in the Computer Management Device Manager, right-click the "Add legacy hardware."
3, click "Next", "Next" 
4. Select "Network Adapters" and click "Next" 
5. Select the "Microsoft" in "Microsft Loopback Adapter" Click: The next step 
6, the addition is complete. OK
7 here has seen more than one network card, this is the loopback mouth "Loopback". Already we see a "Local Area Connection 2."
Well, we add a loop port succeeded, to an IP address: 192.168.1.3. GNS3 go back to the interface.
8, back GNS3, 1 add the card "Local Area Connection 2", click Host: the OK 
9, Host connected router is to select Local Area Connection 2. If it is not connected loopback port (Local Area Connection 2), restart the computer. I also tried to restart on OK.
10, has a good connection. Then you configure the router. 
11, configure the router. Ping 192.168.1.3, pass. In the local ping 192.168.1.254 also through.
Successful experiment. I wish you a successful experiment.