Thanks!! but I tried that. I set my SME 5.6 u5 in gateway mode. Set it to be my gateway, dns, transparent proxy! but no luck. If I set my browser to use the proxy (3128 port) it works with no problems, but I try to use the transparent mode, no luck at all!! I have an E-Smith 5.0 u4 server, as a gateway and I didn't have any problems, I tried to replace it wih SME 5.6 (with the same settings) but it didn't work!!
I have set my SME server as a server only, and IPCOP as my firewall, gateway, dns... I had some problems with IPCOP too, and figure it out that one nic didn't work (well, in linux, on winblows it did work), maybe that was my problem, but no time or another PC to figure out, maybe another time!!
Thanks for all your help!!