Security bulletin 04-039 [not part of WU] KB 888258
Microsoft Security Bulletin MS04-039: Vulnerability in ISA Server 2000 and Proxy Server 2.0 Could Allow Internet Content Spoofing (888258):
http://www.microsoft.com/technet/security/bulletin/ms04-039.mspx
Please note, while this bulletin has now been re-released, the original patch did not install well over ISA 2000 without SP2 in place
Multiple failures after you install Microsoft Security Update MS04-039:
http://support.microsoft.com/kb/890097