We setup a test box with Untangle on it, when I tried the Spycar.org IE test (http://spycar.org/), Untangle failed to block them and allowed all the changes to be made. When I run the same test with a workstation behind Fortigate I get this message:
High security alert!!!
You are not permitted to download the file "IE-SetHomePage.exe" because it is infected with the virus "Misc/Spycar".
URL = http://spycar.org/Spycar_files/IE-SetHomePage.exe
http://www.fortinet.com/ve?vn=Misc%2FSpycar