Adrien, the I/O to the Microsoft Guide server(s) is generated/controlled by Microsoft's Media Center Edition software, the IE browser is not involved. I will try turing off proxy detection when I get home this evening just to validate.
the WPAD.pac may be a false lead, it just happened to show up in the log. I did not modify WPAD.pac on the Wingate server (Server 2003) my other 5 computers going through Wingate do not have a problem with proxy detection nor does Vista when using IE. As an additional data point, I have 2 different installs of Vista, 1 Premium, 1 Ultimate running; both fail when I try to do either a manual update or when the system tries to do its daily channel guide update through the MCE software engine.
Specific information on the error being generated from this site...
http://blogs.msdn.com/astebner/articles/526231.aspx
"Media Center guide download uses SSL and the HTTPS protocol. This protocol requires the ability to access the internet on port 443. In addition, the guide download communicates in some instances via the standard HTTP port - 80. You may need to configure your firewall to allow internet communication on ports 80 and 443 if you have them locked down otherwise. "
Perhaps this will help.
Note again, that if I hook the Vista machine directly up to my Linksys hardware firewall the guide update process works as expected.
** Additional Info found on internet **
EPG http request through and the https request on port 443. However, the server (Microsoft) is answering on another port (varies) which is blocked by the firewall.
Thanks
Ben