If you'd like to use ADP then you've got to enable it to directly access the Internet. Annoying to say the least. Other payroll applications have managed to use the Java client and authenticate but not ADP. It's direct access or nothing. So here's how to enable direct access so your applications that refuse to authenticate can still access the Internet.
Open ISA Management. Expand Extensions. Click on Application Filters. In the right hand pane right click on the HTTP Redirector Filter and select the Options tab. Click the Send to the Requested Web Server radio button. Then click OK to close this dialog box.
Next click on Client Configuration. In the right hand pane right click on Web Proxy, then select the Direct Access tab. Click the Add button and add the IP address 22.214.171.124 as the beginning and ending address. Click OK and you should now see the address added to the Directly Access these Servers or Domains box. Click OK to close this dialog box.
Close ISA Management.
Open the Services.msc applet. Right click on Microsoft ISA Server Control and choose restart. This will restart everything associated with ISA and put your newly configured direct access to ADP configuration into effect.