If the main purpose of that virtual linux box is to serve as a router, then rather install a router like Smoothwall, which is actually a dedicated Linux system with modest system requirements acting as a router. Have a look at http://www.smoothwall.org/
for more info on this.
The other solution would be to add some forwarding and masquerading commands to your firewall.
Something like this maybe
iptables -t nat -A PREROUTING -p tcp -i eth0 -d Y.Y.Y.Y --dport 80 -j DNAT --to Z.Z.Z.Z:80
iptables -A FORWARD -p tcp -i eth0 -d Z.Z.Z.Z --dport 80 -j ACCEPT
There has been a thread on linuxquestions.org lately about port forwarding - browse or Google for it.