ISA disconnecting

Hi

I have a application that calls a www every 30 seconds, when the user logs
off or locks the PC my application stops talking to the internet. The
servers are windows 2000, running ISA. I am sending Keep-Alive in the http
header, and I have set the registry as stated in
http://support.microsoft.com/kb/158909/en-us i am unfamiler with ISA and i
was thinking maybe it's something in there that needed setting, i have also
made the application run as a service and that still has the same effect.

Thanks
Bob