If you follow this article http://support.microsoft.com/kb/309814 to configure automatically detect settings in Internet explorer and have set up a WPAD alias on your DNS server, you may find the autodiscovery is not working.
If you try to ping wpad or wpad.domainname.local you get a response Ping request could not find host wpad. Please check the name and try again
This is due to the GlobalQueryBlockList on your DNS server listing wpad (and isatap)
Delete these entries from HKEY_LOCAL_MACHINE\system\ControlSet\Services\DNS\Parameters\GlobalQueryBLockList
Restart the DNS service and pinging wpad should now respond.
If the Internet Security and Acceleration Server Firewall Client program is configured for auto-discovery or if you try to configure this program for auto-discovery and it does not detect the ISA server, see this article: