The Microsoft Firewall client for Microsoft ISA Server has an option that can (and will by default), automatically configure Internet Explorer connection settings using settings obtained from the ISA Server.  Unfortunately, this setting can cause Internet Explorer to detach from Fiddler at random times.  To prevent this from happening, simply disable the Web browser automatic configuration option using the below steps:

1.  Right-click on the Firewall Client icon within your system tray.

2.  Choose Configure...from the context menu.

3.  Click on the Web Browser tab, and uncheck the option circled in red:

ISAwebclient

Regards,

The IE Support Team