Problems with Firewall Rules and URL Proxy

Hi,

I am having an issue with a Time Period Definition based Firewall Rule and the URL proxy.

Here is the problem.... I am blocking all access via a firewall rule every night from 10 PM to 7 AM the next morning. I have 2 rules created to accomplish this. One from 10 PM to midnight and one form midnight to 7 am. I've added a few URLs in the URL proxy that I would like to block also. When the proxy is enabled the firewall block rules do not work. But when I disable the proxy the firewall rules work fine. Why is this happening? What can I do to get both to work together?

Thanks in advanced,
Jeff