someone trying to hack into sbs 2003

1) I think setting the router to DMZ mode for the server open it to attacks. Server keep reporting that someone trying to log into the system with usernames that wasn’t on the server. This happens everyday.
2) The SBS server 2003 comes with a free ISA 2004 CD. I installed however, it blocks the internet access. I am not familiar with this application but I followed the installation steps correctly. I read on some web pages that the ISA don’t work with dynamic ip internet connections?
4) I wanted to block facebook and youtube on some client but not all. How can I do that? I heard ISA 2004 will be able to.