DNS Problem

I have win 2003 server (Active Directory)with DNS on it and i have installed ISA 2004 on another 2003 server which is part of the domain.
The thing is that i can not access the internet from any computer on the network unless i specify the proxy server in Internet Explore options.
I want the users to access the internet without changing the Internet explorer settings. Just to rely on the DHCP and the DNS to resolve the issue.
Thanks.
Jean.