Well, I am not sure what just happened to my previous post to this. I will give it another try.
You have given us nothing to work with. By default the firewall's VPN does not apply to the Firewall rules. So, did you pass the traffic to the proxies? If not, then it is most likely a network configuration (Your default gateway is set wrong.) Secondly, what does the log file say? If you have passed it to the proxies, and the rule does apply but it is not working, then it would be logging it. ???
Lastly, there is a great tool at your disposal for troublshooting. It is called TCPDUMP... Use it get some dumps, and watch what happens to the traffic.
(My gut reaction would be you are not applying it to the proxy, cause you did not set that in the tunnel, and your default gateway is not set correctly on the OS/400.) Since you have not given any information, that is a guess.. Post back when you have some more info to troubleshoot with.