If they have a spare box to configure as a firewall great. If not a cheap hardware router does a great job with a lot less fuss and probably more securely than a first time implementation of smoothwall.
Get the best of both worlds. I just got a Linksys WRT54G, which runs Linux on a MIPS processor and has a fair amount of Flash. Linksys provides the GPL'd source so you can recreate what's in the box. Google for "Linksys Linux router" for lots of articles on what you can do with it. Or grab a custom Linux image from http://www.sveasoft.com/.
