Clients are Bypassing AllegroSurf and Getting to the Internet Unfiltered - KB Article #1074Related Articles --
The likely problem is that your router/cable modem, or DSU/CSU is setup to use NAT. NAT (Network Address Translation) is a protocol which allows multiple devices on a private network to reach the public network at the same time. If this is the case then you'll need to turn NAT off on the device.
Another possibility is that you may have the client computers configured using public IP addresses. If this is the case you'll need to remove the public IP addresses from the client computers in order to force them to use the AllegroSurf proxy.
Once this has been compelted, setup the client computers using the client setup disk you created during installation to access your AllegroSurf server to get out on the Internet.