[monkkey]

Стандартный вопрос - логи? Попробуйте заменить сетевую карту (или хотя бы обновить драйверы).

[Delirium]

О как. Драйвера обновил и вот что вылезло в логах после попытки коннекта:
Ошибка
Microsoft Firewall Client 2004
код 1
Application [svchost.exe]. Authentication failed. The user credentials were not accepted by ISA Server. Verify that the user account running this application has the required permissions.

Бред какой то... Права есть однозначно.
По совету eventid.net сделал следуюущее:
In our environment (ISA 2004), this issue was corrected with assistance from Microsoft. Open the ISA console, expand "Configuration" and click "General". Click "Define firewall client settings", click the "Application settings" tab, scroll down to "svchost" and make sure both "DisableEx" and "Disable" are set to "1". We were having this problem when "DisableEx" was set to 0. Changing it to 1 corrected the issue.

Посмотрим на результат...