Create report about Internet access

I ‘m using WinGate in NT server as a proxy server to support internet connection for end-users. And now, my boss want to know about the using Internet in his company e.g who accesed ? in which times ? at which sites ? etc.
Is there a way to know which user is accessing the Internet (e.g. users must be authenticate before they can access, instead of using anonymous name) and create a report of Internet accessing by users in company