If your clients are setup for proxy.isp.com this will bypass the e-smith proxy so your clients sould setup using proxy.e-smithbox.com (proxy.e-smith.lenny.jcafamilly) using port 3128 of all protocol's. (http, http, secure, ftp, etc)
With most internet application like yahoo, napster, irc, etc the e-smith box will be transparent to that application.