I also use sme-cache-windows-1.0-4.
I am not familiar with IPcop but here is a solution. Set the gateway ip of your machines to the ipcop, which forces all traffic to route through it, but set SME up as a proxy in your browser.
That should accomplish exactly what you need. It's my understand that for the windows cache contrib to work, your pc's have to go thru SME as a proxy.
Then, later, you could also get dansguardian going for content filtering
