Firewall (Stand Alone)

How do I set up a stand alone Windows XP pro machine to act as a firewall and to scan all internet traffic for viruses etc?

My thoughts are a machine with two network cards; one for internet, the other for the LAN. And share the internet connection from that machine so that it can be accessed from other machine on the network. I would like to do this in the most secure way but at the same time not reduce internet speed where possible.

PLEASE HELP