Question : Proxy connection failed: the configured proxy server refused to establish a connection.

I have installed Presenation Server 4.0 with the web interface; setup a published desktop for usage; configured MS ISA 2000 for Citrix access.  I can get to the the point of launching the publised desktop, however, after a brief connection dialog, I receive the error: Proxy Connection Failed: The configured proxy server refused to establish a connection.  Any ideas?

Answer : Proxy connection failed: the configured proxy server refused to establish a connection.

You're on the right track though.

Most likely, most people connecting to your Citrix server will be from the outside, and that will have the greatest number of different networks.  So, you want to configure you web interface to use the 'translated' address as the default address provided in web interface.  

Now that you've configred the translated, or altaddr, as the default address provided, you need to create an exception.  The exception should state that your local network will connect 'Directly' which means it will be given the internal address of the server.  This is most likely what you need to do since it seems you've already configured the default address as the translated/altaddr

In Presentation Server 4, go to the Access Suite Console and there should be an 'edit DMZ Settings' link on the first page.  

It should look like

Client IP                 Mask                       Access Method              
Default                                                 Translated
xxx.xxx.xxx.xxx        Whatever                Direct  (If you have more than one internal network segment then you just keep adding them like this line)

OK, I hope that helps.