OK. Here's a little step that was overlooked in the "A Beginner's
Guide
to BorderManager 3.X" by Craig Johnson.

When setting up SSL Authentication to the Proxy you must add the
following
to the instructions.

After completing the instruction in Chapter 5 (pages 156-161 and
170-179),
you must add a "Proxy" rule in the "Login Policy" object in the
Security
container.

Until I did this, I couldn't "Login" to the Proxy Server from a
Non-Novell
client Windows 2000 Server for internet access.