I do this successfully. Are you sure your rule gets really triggered?
I have checked it and now its correctly applied, i had the web name in the rule and i have changed to public IP Adress, and the rule is matching correctly now. But i still have another problem. The application (CITRIX), at 5 -7 min, freezes when this rule is working so I have to close it.
Do you think that i need to modify another parameter?
Usually Citrix applications will send some sort of keep alive message in order to prevent the connection from going stale. If you increase the timeout as you did above, does this seem increase the time it takes for the app to freeze? For the way you're doing this (using Proxy Control with criteria based on host or dest IP) it's safe to increase the timeout even higher (9999 is as high as you can go).