Microsoft Knowledge Base Article 310129 contains the following summary:

This step-by-step article describes how to configure HTTP redirector filters. ISA Server 2000 can provide both firewall and Web-caching services for ISA Server clients. The Web Proxy client automatically uses the Web Caching feature. ISA Server Firewall and SecureNAT clients can also utilize the Web Proxy cache by leveraging the features that are provided by the ISA Server HTTP Redirector Filter.

The HTTP Redirector Filter is an ISA Server Application Filter that can intercept HTTP requests from Firewall and SecureNAT clients. Dependent on how the HTTP Redirector Filter is configured, Firewall and SecureNAT client HTTP requests can be redirected to the Web Proxy service, forwarded directly to the destination Web server, or dropped.