Leaky ISA server?

[Palagast]

I've configured my ISA server (in Caching-only configuration with 1 network card) with 2 rules: One that allows all internet traffic and one that blocks certain content. In that content filter it says .exe and .zip among others is blocked. All seemed to work just fine, when trying to download a .exe file, it said it couldn't display the page.
But... after a while I discovered that some (a small percentage of the total), seemingly random .exe and .zip files *could* be downloaded. I could not find any simularity between the sites or any other reason why these files could, but others could not be downloaded, when they all should be blocked.
The pages with the files/links that can be downloaded are:

http://pdacentral.ozbytes.net.au/rim/preview/162768.html

: blackjack.zip

http://www.chiark.greenend.org.uk/~sgtatham/putty/download.html

: all files

http://www.geocities.com/amazurenko/space.zip

http://www.sharewareriver.com/product.php?id=6181

: LoanCalc.exe

Any ideas/clues/hints?

Thanks in advance