I was unable to use APJP beside with ISA server
Entering values for APJP_HTTP_PROXY_SERVER_ADDRESS in the APJP.properties did not solve the problem.
I think ISA server uses NTLM or KERBEROS authentication.
APJP (JAVA 6) supports BASIC, DIGEST, NTLM and KERBEROS authentication ( http://download.oracle.com/javase/6/docs/technotes/guides/net/http-auth.html )
EXAMPLE: APJP + NTLM authentication:
APJP_HTTP_PROXY_SERVER_ADDRESS=<ADDRESS>
APJP_HTTP_PROXY_SERVER_PORT=<PORT>
APJP_HTTP_PROXY_SERVER_USERNAME=<DOMAIN>\<USERNAME>
APJP_HTTP_PROXY_SERVER_PASSWORD=<PASSWORD>