Hi,
I had installed squid with ntlm authentication and content filtering 
from this tutorial: 
http://www.howtoforge.com/dansguardian-with-multi-group-filtering-and-squid-with-ntlm-auth-on-debian-etch.
 

Next to last point is firewall configuration by ipmasq but I have 
installed shorewall. This is content of I89tproxy.rul file:

#!/bin/sh
#
# redirect http requests to non-local hosts to the transparent proxy
# GPL 2.0 or later (C) 2004 Johannes Martin <[email protected]>

# 1. do not redirect http requests to localhost
case $MASQMETHOD in
ipfwadm)
    $IPFWADM -I -a accept -P tcp -D localhost 80
    ;;
ipchains)
    $IPCHAINS -A input -p tcp -d localhost 80 -j ACCEPT
    ;;
netfilter)
    $IPTABLES -A INPUT -p tcp -d localhost --dport 80 -j ACCEPT
    ;;
esac

# 2. do not redirect http request to hosts on the local network
for i in $INTERNAL; do
    ipnm_cache $i
    case $MASQMETHOD in
    ipfwadm)
        $IPFWADM -I -a accept -P tcp -D $IPOFIF/$NMOFIF 80
        ;;
    ipchains)
        $IPCHAINS -A input -p tcp -d $IPOFIF/$NMOFIF 80 -j ACCEPT
        ;;
    netfilter)
        $IPTABLES -A INPUT -p tcp -d $IPOFIF/$NMOFIF --dport 80 -j ACCEPT
        ;;
    esac
done

# 3. redirect non-local http requests to transparent proxy
for i in $INTERNAL; do
    ipnm_cache $i
    case $MASQMETHOD in
    ipfwadm)
        $IPFWADM -I -a accept -P tcp -S $IPOFIF/$NMOFIF -D 0.0.0.0/0 80 
-r 8081
        ;;
    ipchains)
        $IPCHAINS -A input -p tcp -s $IPOFIF/$NMOFIF -d 0.0.0.0/0 80 -j 
REDIRECT 8081
        ;;
    netfilter)
        $IPTABLES -t nat -A PREROUTING -p tcp -s $IPOFIF/$NMOFIF -d 
0.0.0.0/0 --dport 80 -j REDIRECT --to-ports 8081
        ;;
    esac
done

# 4. block port 8081 on external interfaces
for i in $EXTERNAL_IN; do
    ipnm_cache $i
    case $MASQMETHOD in
    ipfwadm)
        $IPFWADM -I -a deny -P tcp -D $IPOFIF/$NMOFIF 8081
        ;;
    ipchains)
        $IPCHAINS -A input -j DENY -p tcp -d $IPOFIF/$NMOFIF 8081
        ;;
    netfilter)
        $IPTABLES -A INPUT -j DROP -p tcp -d $IPOFIF/$NMOFIF --dport 8081
        ;;
    esac
done


And this is my shorewall rules:
#HTTP
HTTP/ACCEPT     net             $FW
HTTP/ACCEPT     loc             $FW
REDIRECT        loc:!10.0.0.0/9 8081    tcp     80      -

This are good rules?

Thanx for help!

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