Your design should actually look like this:
ISP
|
router
|
|-eth0 crossover/straight thru
| to internal interface of router
Firewall w/3 interfaces
|-eth1-->switch-->DMZ
|
|-eth2-->switch-->LAN Hosts
Firewall IP's
eth0= public IP connected to router
eth1= 192.168.1.1 to dmz 192.168.1.0/24
eth2= 192.168.2.1 to lan 192.168.2.0/24
IP's of hosts in DMZ 192.168.1.2-254
IP's of hosts in LAN 192.168.2.2-254
Next you use your Firewall rules to allow incoming web access to the web server from the hostile net.
allow mgmt access to the web server from the internal lan
but do not allow incoming traffic from the web server to the lan
Your firewall acts as your NAT device (I personally hate proxy's, access can be controlled via the firewall by grouping IP's or using subnets, a proxy is only good for outgoing authentication, other then that it breaks alot of web apps)
This can all be accomplished using Linux and 3 network cards. Using a win2k pro box to accomplish this is an extremely poor design choice not to mention just asking to be hacked to bits by someone like me.
If yo only have 1 public IP there is still a way to do this with port forwarding, but the design still remains the same.