I just thought I'd let you know that after getting too many complaints from users about sites not functioning properly, I've reverted to using Java authentication.
All previously reported faulty sites are now working perfectly. There have been NO "authentication failed" messages on the proxy all day.
Unfortunately I've had to find an alternate method for my Terminal Services users to browse, as multiple-user browsing is not supported by Java authentication. This is a shame, as TS support was the main factor in my decision to upgrade to V6.