Smoothwall is intended to turn a PC into a dedicated firewall appliance. You are supposed to stick it between the computer/LAN you do your work on and the internet. Are you sure you are trying to do something the designers intend you to do? (i.e. How would you normally add utilities to a smoothwall box?)
This from www.smoothwall.org...
[Smoothwall] enables [a] PC to become a dedicated firewall appliance, aka a SmoothWall box. Apart from the PC to run SmoothWall on, all that is required is an Internet connection, some simple networking equipment to connect the SmoothWall box to the rest of your private LAN,
... i.e. this product is not confiburable outside of being an internet connection. The project is supposed to create a cheap router.
Why not install rpm2targz on your gentoo box instead?
OTOH: someone in the project may have a better clue