Ok! I follow ypu! Although I guess ZA needs some configuring to do exactly what you want, but I take your point about configuring some of the OS products.
You may find this http://www.amazon.co.uk/Squid-Defini...2638456&sr=8-1
useful. I haven't read it myself (I don't use squid) but the O'Reilly books tend to be pretty good (I used the Apache one) and it will certainly get you started.