The best proxy server for small companys

Hi there, I would like to create a proxy server to share my dsl with randon ip address, over 30 machines in my company, I would like to have maximum security as possible, like control visited web pages, restrict access for some download, well control the most part of bad usage of internet from the users, I dont want to use linux at the moment, I thinking in windows2000 with a proxy software called WINGATE, there is a better solution than this? Thanks