Workstation not playing nice with Proxy

I have a Windows Xp machine on a Windows 2003 network. I have a ISA 2004 Proxy server. The workstation must use the proxy to gain access to the internet. The workstation uses a VPN client to connect to a special site for information transfer. If the workstation is made to go thru the proxy the VPN connection fails as soon as login credintials are given. If it bypasses the proxy it works fine. What gives on this proxy server. The proxy server does not have any VPN settings programmed since I only use this device as a proxy.
Is it possible to apply a NAT to the ip of the workstation on my firewall that would solve this problem?