Generic proxy server that acts like a router or firewall

Anyone know were I can get source code or information on how to write a
generic proxy server that acts like a two port router or firewall, i.e.
transparent to the user but only allows through the protocols designated
by the network administrator.

The reason why I'm asking is I'm wanting to extend such a proxy server
to do user authentication and traffic accounting for applications that
can't be proxied using a normal HTTP proxy like Squid and don't support
user authentication, i.e. RealAudio, RealVideo.

- Cameron

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Cameron Kay
Computer Technology Co-ordinator
School of Design, Wellington Polytechnic
Wellington, New Zealand
Ph: +64 4 801 5799
Fax: +64 4 801 2799
Mobile: +64 21 661 285