After installing the ASG my Roku box would hang at the "retreiving" message after selecting a movie. After reviewing many of the posts here and trying various settings for a Web Security Exception I finialy went ot the Web Security Advanced tab and added the Roku player to the Skip Transparent Mode hosts list. I first added a static DHCP mapping for the player and added a host definition so I could use a host name for the entry in the list.
That took care of the problem. No security exception needed, just an entry to bypass the proxy.
Hope this saves others with a Roku time...
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