We have an issue where XP and Vista machines running IE8 (Win7 not affected) are having trouble accessing OWA 2003 when the Proxy is enabled. When the proxy is disabled, it works fine. Google and Bing are failing me as it seems like many are having the issue but there are few documented solutions. We already have the patch from 2006 for ActiveX installed and the server is up to date on all Windows Server 2003 and Exchange Server 2003 service packs, patches, and updates.
SnapOverflow
When using a proxy, OWA 2003 needs to be added to the exceptions tab. Also, it needs to be accessed using https: and not http:. The login information will not be passed to the server otherwise.