I confront with the same problem as ron.sokol.
SiteAdvisor 3.5 icon show orange and the balloon shows 'Error Retrieving SiteAdvisor Information'. When I troubleshoot it say "Your computer cannot access the Internet." While I can suffer everywhere on web
It's been awhile since I solved this, so I apologise for not remembering precisely which item fixed it but...
For the general policy for SAE, we're using Web Gateway Interlock, we do not specify gateways, we do use Web gateway enforcement. To do this, you have to block gateway.siteadvisor.com outbound web connections. I'm assuming you're describing off network hosts for the same issue I had.
Another issue is that I had defined a DNS name for an Internal Landmark. This doesn't work in SAE 3.5 RTM (patch 0). If you use it, it causes a 20-30s delay before enforcement of the Web Filters for Endpoint (WFE - off network reputation filtering). Once I removed the Internal Landmark, the sites enforced immediately. This was the
(On a related note: We're taking a serious look at the McAfee Client Proxy (MCP) product as a possible alternative to SAE/WFE. No browser plug-ins - MCP is browser agnostic, adds an antimalware layer by integrating with existing McAfee Web Gateway policy if you have that. Can integrate with SaaS or you can stand up a MWG in the DMZ. Single web policy and reporting.)