How to deploy the ISA Server 2004 Firewall Client program: http://support.microsoft.com/?scid=kb;en-us;838122&spid=2108&sid=global
How to configure, manage, and troubleshoot the Firewall client in Microsoft ISA Server 2004: http://support.microsoft.com/?scid=kb;en-us;886993&spid=2108&sid=global