In the past, we had removed the Firewall Client Management Tool (fwcmgmt.exe) from the Startup folder for All Users during Terminal Server setup. This was done to prevent the icon from showing up in the system tray for all users.
It appears that this tool must be running in order for firewall configurations to be pushed out from ISA. Recently we configured the firewall client to disable web proxy in order to force all applications (IE, etc) to use the firewall client. However, these settings were not pushed out for users because the Firewall Client Management Tool was not running. [more]
Adding this tool back to the All users Startup folder enables this process to run for all users. In addition, you can modified an ini file (Documents and Settings\All Users\Application Data\Microsoft\Firewall Client 2004\management.ini) on a server so that the system tray icon will be hidden for all users.