Client gets disconnected from ISA

Platform: Windows 2003 Servers & Windows XP Clients

I have ISA, DNS & File Servers connected locally and one remote Exchange Server connected through VPN. I have win XP on clients. I have Microsoft Firewall Client installed on every PC.

Problem:
This is happening only on one PC in the network.
Until we open a Web Browser everything is fine. We can connect to Exchange through Outlook and Ping the websites like Yahoo etc.

The problem is that the client gets disconnected from ISA immediately on opening any Web Broswer whether IE, Firefox or Chrome and it shows a cross sign in system tray client icon of the firewall client.

Again when I close the browser I have to open the client manually detect the ISA again.
So it is disconnecting only on opening the Browser.

Please advise guys.