While loading an ISA2004 onto new hardware I ran into a problem where the firewall service would not run. When something like that happens on a new install you get that sinking feeling that it's going to be a long night.
Fortunately a quick search came up with the solution. Install ISA 2004 SP2. ISA 2004 SP2 corrects an issue where ISA misidentifies the number of processors in the system. This can happen for a variety of reasons, one of which is multi-core processors.
Here's the kb reference