Ok so the problem that I was having with users being prompted for passwords I decided to put down as an ISA 2000 with SP1 issue, as that was the only service that was asking for the credentials. So with that in mind and a spare server I decided to install Windows 2003 Std and ISA 2006 Std on there.
The install was pretty straight forward, more so than ISA 2000. Once installed I installed SQLExpress as the Web Filter we use has a SQL Backend for the reporting, Surfcontrol gave me the option to install MSDE 2000, but with it being Windows 2003 and ISA 2006 I thought SQLExpress would do, I mean I could have gone the whole hog and put SQL Server 2005 Std on but come on now that would have been a bit drastic 
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So with the SQLExpress and ISA installed on the Box I then threw Surfcontrol on, again the install is pretty straight forward.
I created a new alias in my domain for proxy2.domain.com to point to the server ISA was installed on, as the live proxy address was proxy.domain.com. The only difference just now was the port number. The live proxy for some reason (before I started where I am) was set to 1873 (I believe it has something to do with Celtic football club 
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I imported the Surfcontrol rules from the live system in to the test system and tested it from my PC, it worked. the only thing that was really different in my proxy settings was the port, as the test system was on 8080.
So I opened up ISA Manager on the new server and right clicked on the server name as you did in ISA 2000 but where was the option to set the port??? good old MS had moved it again.
After looking through ISA 2006 Manager and right clicking here and there I eventually found it! Under the configuration Tree in Networks. if you right click on Internal and then select Properties and then the Web Proxy Tab.... hey presto its there 
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It is that simple and you do not need to restart ISA, all you need to do is Apply the changes.
