MS Security Essentials will not update wen firewall is scanning HTTPS Traffic

Hello Experts,

I have installed MS Security essentials on a Windows 7 computer. This computer is behind a Sophos UTM firewall.

When I update MSE Virus definitions, it works fine if I DO NOT set the firewall to scan HTTPS traffic.

But when I do set the firewall to scan for HTTPS traffic for this client the MSE Virus updates fail (Same message as if the connection was broken)

I need to scan for HTTPS so cannot NOT scan for HTTPS traffic.

Does anyone know why having the fire wall scan for HTTPS traffic would cause the MSE updates to fail??

Thanks!