If you are unable to connect HTTPS-Sites over a Proxy by using VPN-Tunnel with Check Point SecuRemote / SecureClient, you have to enable “asm_http_allow_connect” on the client.

On Windows:
– open regedit
– Go to HKLMSystemCurrentControlSetServicesFW1parameters
– Add a key called Globals
– Under Globals, create a DWORD called asm_http_allow_connect
– set its value to 1

For more Information see Check Point Solution ID: sk20988.