Daniel, I raised this issue with PM and it is being looked at. I'm not sure what's involved in making this change, but we have the same issue when people come in thru Secure Gateway so I asked that we look at both to see what's feasible.
Cheers for this... I was going to bring up the SSL gateway issue but didn't want to cloud the subject to much just incase it's something different.
I shall award you 2 points for your efforts