If you are doing transparent interception, where the client HTTP requests are being silently forwarded to the squid on the router, this should not be a problem, as Windows Firewall will not see anything different than HTTP traffic without a proxy.We explicity specify the proxy in the browser.
Then you'll have to make sure that the Windows Firewall on all hosts allow inbound / outboudn requestes to the Proxy Server IP:Port.
Regards HASSAN
