NT Multihome RAS

I have an NTS 4.0 running RAS and Proxy for the internet. I have SP 6a and SP 1 installed for NT and Proxy respectively. The users can see the Internet fine from IE. Everything is great there.

Problem: Users can’t connect to outside mail servers or VPN because they can’t see them. PING does not work.

What am I missing? Any suggestions are definitely appreciated.