Trend Micro Interscan Web Security Suite – Configuration

I recently purchased Trend Micro’s Neat Suite Advanced for my network. I am trying to configure my Interscan Web Security Suite for Windows Server 2003 and the documentation is limited as well as there are several options for setting up the software. I am trying to get some info from someone who has worked with it. If you have please fill me in! Im pretty sure I have to setup my pc to be the network gateway but do I have to set it up as a proxy server as well? Do I need a proxy server for this software?

Thanks
Chris