MS Proxy Packet Filtering

I’m running Microsoft Proxy Server 2.0 and IIS 4.0 and am having a problem with the packet filtering. When I turn packet filtering on, everything works except the websites I am hosting on the proxy server machine itself. I am also running Exchange and was able to set up the filters to allow this traffic through. I have set up the standard HTTP filter but this does not seem to work. As soon as I turn the filtering on, the websites are inaccessible. Once I turn it off, they are again accessible. I’m sure that I’m missing something easy here like another custom filter that I need to configure but I can’t seem to find anything in the documentation or in the Microsoft Knowledgebase which discusses this specific configuration setup.