un able to login through VPN client software and yahoo messenger

Hi guys..
I am working as an It support Engg.One of the users here is unable to login to yahoo messenger or VPN client software.but if he is out of the domain i mean if we connect directly to ADSl then he is able to login to yahoo and VPN client.here we r using ISA 2000 as the proxy for internet connection.if the traffic is not going via ISA then he is able to access yahoo msngr n VPN servers.how can i solve this issue?? anybody can help me out??