Rob,
SME is perfect for this. I was using an NT SBS server for mail/proxy/gateway behind a Cisco 1720 router/firewall, but recently switched to SME (still behind the router)...and it works great.
Go check out the online documentation which should provide you with a good start...SME is very easy to setup. After that let us know what specific questions you have about setup/configuration.
Regards,
Patrick