WU not using proxy settings

We use an ISA proxy to access the internet. Since v5 of WU when downloading
updates they are failing. Looking at a packet capture, the inital HTTP
requests all go to the proxy and come back fine. When it actually goes to
download, the proxy settings are ignored and it failes. I've checked proxycfg
with both -d and -u options with no difference. I need the downloads to come
through the proxy, if it goes direct it will end up on a different ISA proxy
server that I can't authenticate with.

Thanks