Proxy: 404 errors with HTTPS

Proxy 2.0 on NT 4.0 with Sp6a. Clients are 9x, NT and 2000. Connection is Dial-up. They are running IIS4 and connect with RRAS. There is no blocking that I can find. None of the clients can veiw any secured websites. There is no router. Single server with only 15 users. I have upgraded the browsers with no effect. What have I missed?