What do you mean by "incomplete pages"?
When you use destinations sets in ISA you will typically have problems with major websites like Yahoo becuase not all the pieces on the page (e.g. ad banners, images, etc.) come from a yahoo.com url. You will need to find out the URL each of these components load from and then add those URL's to the destination set. It can be quite a pain when dealing with destination sets and only allowing certain sites. It is always easier (in my opinion) to deny sites.