adding domain name set to rule does not work

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Hi all. In my specific allow policy in ISA2004 i realise that if i add a
specific domain name set eg yahoo.com to my destination parameter, yahoo.com
could not be accessed. However if i add ip address for yahoo.com to my
destination parameter, yahoo.com could be accessed. Why is this so? Pls
advise why adding domain name set does not work. It worked previously.
.