I still have some issues. When auto proxy is enabled on the client and http/1.1 over proxy too, I still can't get to some sites like passport (though this is not all the time).
Also, I use a VPN connection for work. When auto proxy is enabled, I can't connect our intranet (DNS gateway timeout). If I set it to fixed proxy (either ISA2K4 or my ISP's) or if I use my ISP's autoproxy I don't have the problem.
If you're connected to the remote network using VPN, you should configure the browser to use the Web Proxy server on the VPN network, you can do this for the VPN dial-up connection in the browser. This way, you protect the remote network from yours, and you don't violate the remote network's security policy.
Only if the client was going through the Web Proxy service on the ISA firewall. You could configure the client to use the autoconfiguration script and use Direct Access for domains you choose.
However, if you're not going through the Web Proxy service, you could use Group Policy to configure the browser to bypass the Web Proxy for those domains.
On ISA2K4 I installed the VPN client. Then I created a direct route for the *.company.com (rember I'm obliged to use my ISP's proxy for web access). Now traffic to *.company.com goes through the VPN client and not through my ISP's proxy. If I want I can create an additional rule for www.company.com and support.company.com for their public web sites to go through my IPS's proxy but I haven't done this yet.
Modifying the group policies was not an option because the laptop that has to connect is not a member of my home domain but from the company. So it won't accept the policies.