anonymous denied/failed - destination IP of the ISA Server 2004


Why are there a lot of entries in the Web Proxy log
with internal IP to ISA Server's IP from "anonymous"?
The protocol is http and the user's IE 6 browser is
set to use the ISA Server as http proxy (no Firewall

These many "denied" entries are in between
"allowed" entries from the client's IP with the
user's name.

What's causing this? ISA Server is working hard
in denying requests to ITSELF?

Thanks in advance for someone who can explain
this phenomenon, and how to prevent this.