Take a look [link|http://www.fwbuilder.org|HERE].

I know this is Linux based but I know the product works and makes it easy to get things to function the way you want.

You just gotta understand firewall rule progression... or order of processing or rememebr first rules that fits wins.

Only real requirement... Linux with the 2.4x kernel and IPTABLES v1.2.4 or later for debugging and logging to work properly.

Good Luck. Ask advice is free, err... well at least dirty looks are still free.