To change the MTU size, please follow the steps below.
1. Login to the Command Line Interface of the ProxySG via SSH, using any familiar SSH client, e.g. Putty or Hyperterminal
2. Once logged in, get into the enable mode, as below and follow the steps.
Blue Coat SG300 Series>enable
Blue Coat SG300 Series#conf t
Blue Coat SG300 Series#(config)interface 0