After you install ISA 2004 you'll need to install ISA 2004 sp2 for an issue with the MMC 3.0 and ISA 2004:
It is important that you install Service Pack 2 (SP2) for ISA Server 2004 if you are also installing the Windows SBS 2003 R2 Technologies. SP2 for ISA Server 2004 resolves a known compatibility issue with Microsoft Management Console (MMC) 3.0, which is included in the R2 Technologies. To obtain SP2 for ISA Server 2004, see the downloads page for ISA Server 2004 at the Microsoft Web site (http://go.microsoft.com/fwlink/?LinkID=22657).
After you install SP2 for ISA Server 2004, you also need to install an update that resolves known HTTP issues in SP2. To obtain the update, see Article 916106 in the Microsoft Knowledge Base (http://go.microsoft.com/fwlink/?LinkID=67767).