Site and content rules

Dear Friends

I have read an article on isaserver.org regarding site and 
content rules. I have created the rules to block some 
sites, but the main problem is when a client puts proxy 
settings in IE it blocks and when the client remove proxy 
setting (i.e. ip address of ISA server port 8080), it 
doesnot block the site. Is there a way to apply site and 
content rules to those clients who have not put the proxy 
settings in IE.

Your advice needed on how to block files which have 
extensions .exe, .mp3, .avi etc.



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