The client machine must be a SecureNAT client and IP Routing must be enabled on the ISA firewall.
To turn on IP routing, follow these steps:
- Click Start, point to Programs, point to Microsoft ISA Server, and then click ISA Server Management.
- In the ISA Server Management console tree, expand ISAServer, where ISAServer is the name of the ISA Server that you want.
- Expand Configuration, and then click General.
- In the details pane, click Define IP Preferences under Additional Security Policy.
- In IP Preferences, click the IP Routing tab.
- Click to select the Enable IP routing check box, and then click OK.
http://support.microsoft.com/default.aspx?scid=kb;en-us;838251