I installed the Firebox X2500 on my home lab LAN behind a cable modem and router. On the protected side of the Firebox X, I connected a five-port Ethernet switch with a Windows 2000 Server and a Windows 2000 client, which also acted as the Firebox management station.
WatchGuard Firebox X2500
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One hitch I discovered is that the Firebox cannot be managed remotely--rather than access the management software through a Web interface, you must install it on a local PC. WatchGuard says it expects to deliver a Web interface later this year.