For Auto- Detection to work, check the following settings on the firewall:
1. Under Network->Zones, make sure Client CF service , and Content Filtering services are enabled.

If the configuration has been done correctly, when the Client is behind the Firewall, the log messages will look like this:
Important: 6.1 Firmware does not support Auto-Detection Feature. The GUI does not contain options to enable/disable/ configure Auto-detection for Content Filter Client. Please contact Technical Support to get the hotfix for this firmware.