Can’t ping past MS Proxy Server 2.0

Does anybody know if MS Proxy Server 2.0 will allow PCs on a LAN running it’s proxy client to ping computers on the internet? I’ve fiddled heaps with proxy server’s settings and have had no joy.

If anybody has this working, please tell me how?
Additionally, I am running RRAS. Don’t know if this is the problem, though.

Thanks