I am not sure what is next here.

I have a Slackware machine with Tiny Proxy and DansGuardian running just swell. I have used IP tables to redirect all traffic through that set up so that any traffic from any browser goes through DansGuardian first so the filter cannot be bypassed.

I now want to set the box up so that my son can connect using his Nintendo Wii and his Mac to the proxy server from a wireless access point so that his internet access from those two machines are filtered.

I have two NIC's (although only one is currently installed) and I have a Linksys BEFW11S4 wireless router. The installed router is connected to a 2wire DSL connection through a cable.

How do I Set up the NIC/wireless router to accept wireless connections from the Mac and Wii and forward those connections through the filter and then get the return traffic back to the correct device?

On the wireless router i'm pretty sure there is Port Forwarding.

Theorectically setup the port forwarding to the proxy.

tell the router to forward all port 80 to Routers IP address.
The Router will pass all port 80 web traffic to the proxy to handle.

Port forwarding would only work from the WAN side. It won't forward packets coming from the LAN.

I am not sure why you would need a specific setup for this. The Nintendo Wii supports using a proxy to access the Internet in it's advanced Internet setup, and obviously the Mac would as well.

Both the Mac and the Wii will also allow you to lock down their Internet configurations with a password/PIN, so there would not be any issue with your son changing it to get unfiltered access (I assume he is old enough that this could be a problem).

Unless I am totally misreading your network description, I don't see that you need any special setup to do what you want.

this thread is very old, but the info may help others. One way of solving the problem is to turn off dhcp on your wireless router. Run a dhcp server on your slackware box (take your pick. - dnsmasq works fine for me), and configure the dhcp server to return the slackware pc fixed (internal) ip address as the default gateway.
As long as your slack box has its own internal fixed ip, and knows the ip of your router as it's gateway/dns it will work. All users connecting and getting ip addresses via dhcp will now route their outgoing traffic via your slack box. If your security filter and iptables is set to do nat routing etc, that should be job done.