Error accessing ASP page

Hi all,
I have a problem with some remote user that trying to access an internal
application built with asp.
The reach our Lan using an Internet box everythings works fine but when they
try to work with our application after submitting some date appear a window
message "Access Denied to site http://xxx.xxx.xxx.xxx/index.asp" or a window
with all the parameters pass by the url.
We have that kind of problem only for remote user but from a couple of days
some client have the same problem here in office (the error messagge is the
first one).
All the machine are xp sp2 with the same configuration.
Thank you for you help in advance.