When you talk about traffic going through your firewall are u referring to Cut-through Proxy??
If U use Cut-Through Proxy u will get a promtp for traffic such as telnet, HTTP,HTTPS and FTP.
If u want to authenticate other traffic u should use virtual-telnet, virtual HTTP or HTTP redirect.
Here are some blogs posts on my website talking about this:
Rate all of the helpful posts!!!
Follow me on http://laguiadelnetworking.com
Senior Network Security and Core Specialist
CCIE #42930, 2xCCNP, JNCIP-SEC