Mino,
As your server is gateway, the gateway address in tcp/ip properties on your stations should be set to the address of you sme server.
i.e : if your sme server address is 192.168.1.1, the gateway zone in the tcp/ip properties of the stations should be set to 192.168.1.1 in order to allow the internet traffic to be relayed.
If your stations get their address through the dhcp server of a windows NT/2000 server, then the router property of the DHPC area on the NT/2000 server should be set to the address of your sme server in order to allow the NT/2000 DHCP server to propagate the gateway to the stations.
hope this helps.
--
Phil.