I have a ubuntu machine which run squid, dansguardian, and clamav.

HTTP request is scanned with dansguardan and clamav then proxyed using squid
However an HTTPS request makes a tunnel connection between itself and the SSL server on the other side (using DIRECT rather than an HTTP GET method).

Does this mean you can not scan HTTPS request? How do you configure dansguardian and clamav to scan HTTPS request?

The whole idea behind HTTPS is that it resists man-in-the-middle attacks. Putting a proxy between the session endpoints is the same as a man-in-the-middle attack just done for a different reason, so you are trying to use two opposing technologies. Generally, you should have a trust relationship with a site that you communicate with using https, and the link will use ssl and so is encrypted, etc, so the usual technique is to simply tunnel https through the proxy/deep packet inspection.

There's some good info here:
http://www.linux.com/base/ldp/howto/...-2.htmlt#ss2.3

you also probably should read the announcements on DansGuardian:

"Sun 22nd April 2001 - version 0.8.6 - beta 3
Added SSL Tunnelling support so now DansGuardian can handle HTTPS. It does not filter HTTPS - it just tunnels it through. Socket closing code improved."