Thanks for your reply and thoughts. Yes, I agree we could use some old hardware though I prefer something smaller than a desktop pc. So far I've tried it on VMware.
Well, I could just put some bsd or linux on a box but their solution is neat and best of all, it is so easy to setup. Real nice GUI and enough features for me just using their free edition. Forgot old mess with iptables or pf, configurations ,etc. They are very open and use OpenBSD. You can tell your security guy at your office to check it out himself, http://www.halonsecurity.com .
Anyway, I'll need to look through my closet after old pentium stuff and 2 nics.