I found the problem
Create a Protocol Rule
To create a protocol rule that allows your clients unrestricted access to the Internet:
1. Open the ISA Management console (Click Start, point to Programs, click Microsoft ISA Server, and then click ISA Management.
2. In the tree, click the name of the server to expand the tree for the computer that is running ISA Server.
3. Expand Access Policy, and then click Select Protocol Rules.
4. Click the Create a Protocol Rule icon.
5. Type Full Internet Access Rule on the first page of the wizard, and then click Next.
6. Click Next four more times to accept all of the default settings of a new protocol rule.
7. Click Finish.
you can then restrict it as you see fit.