Recently put a new SBS2003 R2 Premium server in at a client. We're using the ISA Server 2004 component of Premium to provide monitoring and some internet access control. Someone spotted that you couldn't play video files from itv.com, in particular the British Touring Car Championship (BTCC) ones. They use embedded media player for playback and kept giving an ISA server authorisation prompt.
The ISA logging at the server showed this error:
SERVER 13/06/2008 09:31:10
Log type: Web Proxy (Forward)
Status: 12209 The ISA Server requires authorization to fulfill the request. Access to the Web Proxy service is denied.
Tracked the fix down to this article http://www.freelists.org/archives/isalist/11-2007/msg00016.html which talked about an error when Media Player tries to resolve the proxy name. With Microsoft ISA Firewall Client installed you can disable the Media Player proxy setting for HTTP (Tools>Options>Network>HTTP>Configure and change from browser to do not use). The Firewall Client will then handle ISA authorisation correctly.
Using the GPO method to apply the change across all PCs made life easy:
"User Configuration\Administrative Templates\Windows Components\Windows Media Player\Networking"
set the "Configure HTTP Proxy" option to "Disabled"