I Couldnt get that NTLM program to work so i gave up.
Heres what i did to allow anonymous access out via ISA Server for just certain IPs (IE A Linux machine)
Open ISA Management console (Im using ISA Server 2004) expand Configuration>Networks>NEtworks tab
Double click your internet network from the list and then click the web proxy tab. Untick require all users to athenticate. Then create a new access policy with the following settings:
From: New computer set containing IPs of linux machine
Users: All users
Schedule always (or your preference)
content types: All
Then if i remeber correctly you have to set the proxy settings on the linux machine and in the browser for internet to work.
This basically allows any user from that IP address to use the internet without authenticating. works for me here with linux and Iphones and nokia phones etc If your other rules are setup to allow access from certain users groups then these will be authenticated based on the rule settings.
hope this helps