1 or 2 NICS? Stand alone server? log on localy meaning off the domain network? Static IP addressing? on one nic or both is using 2?
why are you trying to access the internet on the ISA server in the first place? and if so why off the domain network? If for service pack/patch management, just download the network install service packs and patches and install that way.
you really answered your own question of why using Secure NAT client e.g. ip of ISA into IE works is in your question. Secure NAT client IS the firewall client program off ISA server and provides proxy server info [which is what ISA server is] to IE e.g. IP address umpty ump is the gateway out and DNS is umpty ump ip address [your ISP DNS IP address]. the LAN NIC if your using only one NIC IS the Gateway NIC out for the network [which to be redundant again, is the information the firewall client provides to network users browsers to provide internet access].