Problems using ftp through isa 2000

We have an ISA 2000 server set up for users to access the internet. I am having problems accessing an ftp site that has authentication when going through the isa server. If the ftp site doesn’t require authentication then it connects just fine. I have tried different versions on internet explorer and have tried multiple configurations in internet explorer. The ISA server is set up to allow all IP traffic.

The error I get is HTTP 502 Proxy Error – The login request was denied. Background:
The gateway could not retrieve the requested page.

This error message pops up right away. I don’t even get a chance to log on.

Please help!!!