ISA server and ftp

We installed ISA server recently and set the rules in the firewall to only allow internet access through the ISA proxy. All users have Internet access blocked, except for those who need it for their work. Since then I have had a problem with some workstations.

About 6 workstations are configured running software that creates data and then uploads it to an external ftp site. There is no ftp site, rather the local app saves the data and the user clicks an upload button which searches for a direct connection to the Internet.

These users have not been able to upload their data. I created a policy allowing these specific users internet access, but they still couldn't upload.

Any ideas or suggestions?

Thanks
Rafi