recommended software for proxy server

I want to set up a proxy server to protect the LAN from outside intrusions.  I have up to ten users. I would like to hear recommendations on, preferably free or inexpensive, proxy server software. Also, instructions on how to configure. Thanks.
atf3docAsked:
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sumeshbnrCommented:
Use Pfsense http://babyraj.com/pfsense-is-a-free-and-open-source-firewall-and-router/ .It has prxy server and even you can use many WAN connection with uplink balancing .It is fully free and Opensource .Or you can use SQUID proxy server with any of the Linux OSs See this link .http://babyraj.com/how-to-configure-squid-in-ubuntu/

These are mostly used fully free solutions or you can try Untangle firewall (http://www.untangle.com/store/firewall.html)and EFW (http://www.endian.com/en/community/overview/)

There are paid software as well such as Microsoft forefront Thread management Gateway .Astaro or Sophos firewal (But I think you can use their free home version since you just had 10 users---http://www.sophos.com/en-us/products/free-tools/sophos-utm-home-edition.aspx.If you get it it is very easy to setup )
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atf3docAuthor Commented:
Thanks for multiple choices!! I appreciate you quick response and help!
atf3doc
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sumeshbnrCommented:
You are most welcome
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