95% of replies are UDP_DENIED

I am a new Squid user. I try to replace my Cern proxy-cache server with
Squid 1.1.4

Everytime I start Squid, I eventually get the following lines in
cache.log :

<...>
95% of replies from 'proxy.oleane.net' are UDP_DENIED
Disabling 'proxy.oleane.net', please check your configuration
<...>

'proxy.oleane.net' is my only parent. It is a machine managed by my ISP.
And according to my ISP, my Squid machine is allowed to use their cache.

Any idea?

TIA.

-- 
Emmanuel Adeline