Hi,
Try this site for info on proxy, firewall, etc:
http://www.tldp.org/HOWTO/Firewall-HOWTO.html
and of course for monitoring:
http://people.ee.ethz.ch/~oetiker/webtools/mrtg/mrtg.html
All of this is OpenSource or GPL software, you don't have pay any licensing fees to use the software (in general terms), your only cost is time and hardware, usually a server with two NICs, and processor of P2/450 or better.
First, read, read, read, then setup the proxy and firewall, then practice with your local network getting through the proxy. Then play/config the router to get traffic going where you want. Web proxy traffic will be config'd at the user workstations to go through the proxy server, and then you use an ACL to deny all http traffic that doesn't come from the proxy. If you read the above link on proxy and firewalling, things will become clear.