ISA Server on Win 2K Server

I use ISA 2000 on a Win 2k Server. All my client Machines IE 5.5 is set to use my ISA Server Port 80 in their IE Connection properties. Most of the sites work fine BUT some sites I can’t access that way. One good example is www.pcconnection.com and www.bestbuy.com. I have to change the IE setting to automatically detect Proxy server and I am able to go to these sites. Can anyone explain WHY ? By doing this, they are not able to access some of the secure sites and can not also download anything.I would recommend to have their IE always setup to use my ISA Server manually.
Help !!!!