have a look at the gibraltar project :
www.gibraltar.at
you can set this up to be a transparent box, which will act as a firewall and as a transparent proxy (which means no client needs to know about it's existance) it also comes with clamAV which is a free antivirus app, which has a lot of plugins.
it runns of a live cd, which means in case of intrusion, maliciouse files cannot be saved