It is open source and works under Unix. Avirt Software - Safe, Easy Internet Sharing and Firewall Protection. Easy to configure and fast. It can be used as a firewall between networks. The package consists of two parts, a socks server and a proxy client which supports socks, msproxy, and HTTP proxies.
Commercial support is available.
To clients on your home network, it looks just like a name server. Basic features include password protection, remote administration, logging and listening on multiple ports. Its job is to accept TCP or UDP connections on one address and port, and forward them off to some other address and port without forking. It is Open Source and runs under Linux. Connect you whole LAN through one IP address.