The easiest way I've found is to use an app called Firestarter. It has a good setup gui that gets it running in just a few minutes. Check this site out http://www.fs-security.com/
and install it using this command:
yum install firestarter
To really make it work the way you want, you should investigate using a squid proxy set up to run transparently on port 80 for the internal lan. The setup you envision can work, but it will take some research and lots of questions on this forum. Let us know if you need more help.