Welcome to LQ llyama.
Smoothwall, Mandrake Single Network Firewall, etc, etc...The list could go on, but those two seem to be the most popular.
has a fairly comprehensive list of Linux distros, just have a browse around and take a peek.
I haven't tried setting up a Smoothwall, but I have used Mandy SNF and it's quite easy. Once you've set it up, all the configuration can be done over the network (by access something like https://firewallserver:8082
, or whatever), so you won't even need to have a keyboard, mouse or monitor for it once it's done.