ok..
first of all I ask you to read the documentation and to search the forums and the wiki.
then.. SME is not designed to filter outgoing traffic.. you could try Dansguardian, but if you want to block p2p and so on, the only thing you can do IMVHO is to use a firewall like pfsense, m0n0wall, IpCop ect in front of your lan.
Ciao
Stefano