sophos utm browser authentication

I'm using sophos utm as my gateway

sophos ip : 10.0.5.200

so my network is like :

ip : 10.0.5.0 / 24
gateway : 10.0.5.200

- I created users
- I've configured browser authentication ( transparent mode )

 

Probleme :

when the user open the browser the login doesn't show up, so he can acces internet without authentication
and that is not suppose to happen


but when I used my sophos as proxy the authentication worked !!! why

plz help find solution to sophos as gateway