Well, I have just run into an issue trying to roll out Altiris 7.1 and we just switched to a McAfee web gateway and it broke my 7.1 system's proxy authentication. If you go to Settings; All Settings; Notification Server Settings; Proxy tab and click the proxy test on my system now is fails (we just used the same proxy name and redirected it to the McAfee with a DNS alias, so that made it all the more confusing).
When doing the proxy test we noticed it logging a 407 error in the Altiris log viewer, and then found a web page hit that may have a potential fix for the McAfee configuration (below). But we have not tested it yet since we have to go through change control.
http://knowledgebase.solarwinds.com/kb/questions/3226/You+receive+error+407+when+using+McAfee+Web+Gateway.
I also have a 7.0 system running and it works fine with the McAfee gateway. I believe this may be because the IIS version on Server 2003 uses .NET Framework 2, and the 7.1 system requires Server 2008 with IIS using .NET Framework 3.5 which is were the problem lies.
Hope that helps. Let us know!