Moving from SBS 2003 with ISA 2004 to Server 2003 with ISA 2006

I am migrating from SBS 2003 with ISA 2004 to a server 2003 environment with ISA 2006. I have exported the ISA 2004 settings and imported them to ISA 2006. The new ISA box is not a domain controller nor does it have DHCP server. My VPN connections will not authenticate. Does the box with ISA 2006 need to be a domain controller and have DHCP server installed? If not does anyone have any other suggestions?