you can use shorewall+squid to do transparent proxying for your network (ie route all web request to your proxy). then setup dansguardian:
http://dansguardian.org/?page=documentation
suggested sequence:
- setup your network (be sure connections is OK)
- use shorewall to do NAT first
- setup squid and set your clients to manually use it first.
- if above works fine, do transparent proxying
- if transparent proxying is OK, setup dansguardian.