Seifeddine,
The purpose of the ASA Phone Proxy is to make the ASA look like a Call Manager to the phones out there on the internet. When the phone tries to download its TFTP file the ASA Phone Proxy converts the TFTP file on-the-fly and puts in the ASA's external IP in place of the CUCM. Then when the phone tries to register all the SCCP information gets translated (I.E. proxied) by the ASA on its way to the Call Manager.
If you've set everything up correctly, that is what will happen. If you have not set up everything correctly then what you are experiencing might happen.
An example config is here:
https://supportforums.cisco.com/docs/DOC-5704
-Steven
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