Fix FTP Download Problems through the ISA Firewall with a Registry Edit
By default, the ISA Firewall sends PORT mode FTP requests from Web proxy clients. If you find that your Web proxy clients can't download over FTP, but you can download using the command line FTP client, then what you need to do is configure the Registry so that the ISA Firewall sends out a PASV mode request instead of a PORT mode request.
Detailed instructions on how to make the Registry change can be found here:
This information applies to both the 2004 and 2006 versions of the ISA Firewall.