do you specify a user name and password for the proxy in the download managers? common case is that these third party tools do not use the built-in single-sign-on functionality and require you to specify the user/password for the proxy.
anyway, if you still have problems, you would need to install Network Monitor on the client computer (or on TMG) and sniff some network trace to better understand the traffic internals. without a trace you cannot say usually anything better than it just
dos not work.
ondrej.
this is network monitor logs for this request :
585
11:17:06 AM 12/14/2010
123.9414461
192.168.168.13
tmg.internets.local
HTTP
HTTP:Request, GET http://dl.softgozar.com/Files/Update/NOD32_Smart_Security_Offline_Update_5694_(2010-12-11)_for_v3.x_
{HTTP:102, TCP:101, IPv4:51}
586
11:17:06 AM 12/14/2010
123.9433717
tmg.internets.local
192.168.168.13
HTTP
HTTP:Response, HTTP/1.1, Status: Proxy authentication required, URL: http://dl.softgozar.com/Files/Update/NOD32_Smart_Security_Offline_Update_5694_(2010-12-11)_for_v3.x_Using Multiple Authetication Methods, see frame details
{HTTP:102, TCP:101, IPv4:51}
587
11:17:06 AM 12/14/2010
123.9435070
tmg.internets.local
192.168.168.13
TCP
TCP:[Continuation to #586]Flags=...A...., SrcPort=HTTP Alternate(8080), DstPort=49958, PayloadLen=1460, Seq=3512133460 - 3512134920, Ack=3684939999, Win=256 (scale factor 0x8) = 65536
{TCP:101, IPv4:51}
588
11:17:06 AM 12/14/2010
123.9441176
192.168.168.13
tmg.internets.local
TCP
TCP:Flags=...A...., SrcPort=49958, DstPort=HTTP Alternate(8080), PayloadLen=0, Seq=3684939999, Ack=3512134920, Win=16425 (scale factor 0x2) = 65700
{TCP:101, IPv4:51}
589
11:17:06 AM 12/14/2010
123.9445791
tmg.internets.local
192.168.168.13
TCP
TCP:[Continuation to #586]Flags=...A...., SrcPort=HTTP Alternate(8080), DstPort=49958, PayloadLen=1460, Seq=3512134920 - 3512136380, Ack=3684939999, Win=256 (scale factor 0x8) = 65536
{TCP:101, IPv4:51}
590
11:17:06 AM 12/14/2010
123.9445791
tmg.internets.local
192.168.168.13
TCP
TCP:[Continuation to #586]Flags=...AP..., SrcPort=HTTP Alternate(8080), DstPort=49958, PayloadLen=147, Seq=3512136380 - 3512136527, Ack=3684939999, Win=256 (scale factor 0x8) = 65536
{TCP:101, IPv4:51}
591
11:17:06 AM 12/14/2010
123.9446690
192.168.168.13
tmg.internets.local
TCP
TCP:Flags=...A...., SrcPort=49958, DstPort=HTTP Alternate(8080), PayloadLen=0, Seq=3684939999, Ack=3512136527, Win=16425 (scale factor 0x2) = 65700
{TCP:101, IPv4:51}
592
11:17:06 AM 12/14/2010
123.9482665
192.168.168.13
tmg.internets.local
TCP
TCP:Flags=...A.R.., SrcPort=49958, DstPort=HTTP Alternate(8080), PayloadLen=0, Seq=3684939999, Ack=3512136527, Win=0 (scale factor 0x2) = 0
{TCP:101, IPv4:51}
593
11:17:06 AM 12/14/2010
123.9487204
192.168.168.13
tmg.internets.local
TCP
TCP:Flags=......S., SrcPort=49959, DstPort=HTTP Alternate(8080), PayloadLen=0, Seq=3684554957, Ack=0, Win=8192 ( Negotiating scale factor 0x2 ) = 8192
{TCP:103, IPv4:51}
594
11:17:06 AM 12/14/2010
123.9488595
tmg.internets.local
192.168.168.13
TCP
TCP:Flags=...A..S., SrcPort=HTTP Alternate(8080), DstPort=49959, PayloadLen=0, Seq=350266938, Ack=3684554958, Win=8192 ( Negotiated scale factor 0x8 ) = 2097152
{TCP:103, IPv4:51}
595
11:17:06 AM 12/14/2010
123.9489563
192.168.168.13
tmg.internets.local
TCP
TCP:Flags=...A...., SrcPort=49959, DstPort=HTTP Alternate(8080), PayloadLen=0, Seq=3684554958, Ack=350266939, Win=16425 (scale factor 0x2) = 65700
{TCP:103, IPv4:51}
596
11:17:06 AM 12/14/2010
123.9494662
192.168.168.13
tmg.internets.local
HTTP
HTTP:Request, GET http://dl.softgozar.com/Files/Update/NOD32_Smart_Security_Offline_Update_5694_(2010-12-11)_for_v3.x_, Using NTLM Authorization
{HTTP:104, TCP:103, IPv4:51}
597
11:17:06 AM 12/14/2010
123.9515094
tmg.internets.local
192.168.168.13
HTTP
HTTP:Response, HTTP/1.1, Status: Proxy authentication required, URL: http://dl.softgozar.com/Files/Update/NOD32_Smart_Security_Offline_Update_5694_(2010-12-11)_for_v3.x_
{HTTP:104, TCP:103, IPv4:51}
598
11:17:06 AM 12/14/2010
123.9543453
192.168.168.13
tmg.internets.local
HTTP
HTTP:Request, GET http://dl.softgozar.com/Files/Update/NOD32_Smart_Security_Offline_Update_5694_(2010-12-11)_for_v3.x_, Using NTLM Authorization
{HTTP:104, TCP:103, IPv4:51}
599
11:17:06 AM 12/14/2010
123.9647060
tmg.internets.local
192.168.168.13
HTTP
HTTP:Response, HTTP/1.1, Status: Proxy authentication required, URL: http://dl.softgozar.com/Files/Update/NOD32_Smart_Security_Offline_Update_5694_(2010-12-11)_for_v3.x_Using Multiple Authetication Methods, see frame details
{HTTP:104, TCP:103, IPv4:51}
600
11:17:06 AM 12/14/2010
123.9648066
tmg.internets.local
192.168.168.13
TCP
TCP:[Continuation to #599]Flags=...A...., SrcPort=HTTP Alternate(8080), DstPort=49959, PayloadLen=1460, Seq=350268967 - 350270427, Ack=3684557102, Win=251 (scale factor 0x8) = 64256
{TCP:103, IPv4:51}
601
11:17:06 AM 12/14/2010
123.9649454
192.168.168.13
tmg.internets.local
TCP
TCP:Flags=...A...., SrcPort=49959, DstPort=HTTP Alternate(8080), PayloadLen=0, Seq=3684557102, Ack=350270427, Win=16425 (scale factor 0x2) = 65700
{TCP:103, IPv4:51}
602
11:17:06 AM 12/14/2010
123.9653573
tmg.internets.local
192.168.168.13
TCP
TCP:[Continuation to #599]Flags=...A...., SrcPort=HTTP Alternate(8080), DstPort=49959, PayloadLen=1460, Seq=350270427 - 350271887, Ack=3684557102, Win=251 (scale factor 0x8) = 64256
{TCP:103, IPv4:51}
603
11:17:06 AM 12/14/2010
123.9653573
tmg.internets.local
192.168.168.13
TCP
TCP:[Continuation to #599]Flags=...AP..., SrcPort=HTTP Alternate(8080), DstPort=49959, PayloadLen=137, Seq=350271887 - 350272024, Ack=3684557102, Win=251 (scale factor 0x8) = 64256
{TCP:103, IPv4:51}
604
11:17:06 AM 12/14/2010
123.9655444
192.168.168.13
tmg.internets.local
TCP
TCP:Flags=...A...., SrcPort=49959, DstPort=HTTP Alternate(8080), PayloadLen=0, Seq=3684557102, Ack=350272024, Win=16425 (scale factor 0x2) = 65700
{TCP:103, IPv4:51}
605
11:17:06 AM 12/14/2010
123.9656893
tmg.internets.local
192.168.168.13
TCP
TCP:Flags=...A...F, SrcPort=HTTP Alternate(8080), DstPort=49959, PayloadLen=0, Seq=350272024, Ack=3684557102, Win=251 (scale factor 0x8) = 64256
{TCP:103, IPv4:51}
606
11:17:06 AM 12/14/2010
123.9661888
192.168.168.13
tmg.internets.local
TCP
TCP:Flags=...A...., SrcPort=49959, DstPort=HTTP Alternate(8080), PayloadLen=0, Seq=3684557102, Ack=350272025, Win=16425 (scale factor 0x2) = 65700
{TCP:103, IPv4:51}