I remembered it being near-instant (standard two minute rule applies for any ISA or TMG operation - once the two cpu spikes have subsided, it's usually ready to go).
I browsed to microsoft.com, and noted that it was categorized as "Technical Information". I then added a URL category override, to tell it it was "Alcohol" related.
That took effect pretty-well instantly, as did alcoholizing .technet.microsoft.com/ .
There could be a number of things going on; if you're using Enterprise Edition and defining overrides at that level, you might have a really long poll interval set for the EMS.
It's also possible that the local cache entry for the microsoft sites is really short, and the site you're overriding has a longer cache duration; I don't know how to look at these, or flush them.