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Actually, you probably don't need any proxy. I had a similar set-up to yours when I first started with Linux. I had a Win98 box as my gateway with Internet Connection Sharing and AnalogX proxy.
In Linux, you don't need anything like AnalogX or 602Pro to access your POP3/SMTP accounts with your ISP. You only need fetchmail and sendmail if you are actually going to use your gateway/firewall as a mail server.
If you are merely accessing your ISP for email and internet, then you need to configure the iptables firewall on your gateway box.
Here's my meagre, simple iptables script (note: I am a newbie, so if you want to improve it, do some research into iptables on this site and through Google):
# !/bin/sh
# rudimentary iptables script for RedHat 7.3
# copy this script to /etc/rc.d/init.d and chmod +x
# eth0 is the internet facing network card
# eth1 is the home LAN facing network card
# load iptables modules
modprobe iptable_nat
modprobe ip_conntrack
# enable ip forwarding; I added this line to rc.local too
echo 1 > /proc/sys/net/ipv4/ip_forward
# flush tables
iptables -F
iptables -X
# enable masquerading to allow LAN internet access
iptables -t nat -A POSTROUTING -o eth0 -j MASQUERADE
# forward LAN traffic from eth1 to eth0 for e-mail;
# the following should be one line
iptables -A FORWARD -i eth1 -o eth0 -m state --state NEW,ESTABLISHED -j ACCEPT
# block out internet intrusion on eth0
#the following should be one line
iptables -A INPUT -i eth0 -m state --state NEW,INVALID -j DROP
#the following should be one line
iptables -A FORWARD -i eth0 -m state --state NEW,INVALID -j DROP
# end of iptables script
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