Use of web proxy and secureNAT together

Having read many articles on this I am really just asking the obvious in that I presume that these two do not really work together on the same server. Wher used together the security seems very laxed. I am only used to using ISA server and I am wondering if a hardware firewall could deliver a broader scope of control for sites that want to control users level of access to the web without havibg to use proxy settings.
ConorMcEnteeAsked:
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ComputerTechieCommented:
We use a software base software called wevsense and it is transparent ot most uses untile they hit a filter area. It effect the network very little.
http://www.websense.com/content/WebFilter.aspx
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