Normally a fresh install of ISA has the only rule that denies everything, you have to create rules/networks and so on that allow RDP protocol.
More info on ISA 2004 can be found here.
Some basic rules which you will want to setup are:
From the ISA Server to the Domain Controllers/DNS servers: Ports 2164, 135-139, 53, ICMP
From your Admin stations to the ISA Server: 3389