I believe you are slightly misunderstanding what a Proxy server is (either that or my knowledge on this subject is wrong). To the best of my knowledge, servers with two ethernet ports - one Internet facing and the other LAN facing - are not automatically able to function as a proxy server. First, you must install and run a special application or service that does the proxying - here are some examples:
http://www.wingate.com/http://proxy.org/cgi_proxies.shtmlThe protocols that are supported by your proxy server will depend on the software that is installed for this job. Usually, a proxy server is a "web" proxy server so it just supports the standard Web, FTP, SSL, etc services. It does not normally support relaying of emails because this is generally handled by an SMTP server. It is possible that some Proxy servers are SMTP email enabled, but you would need to check which one you have to know this.
Therefore, your choices would be as follows:
1. If your existing proxy server does already support proxying of emails, then you could set it as the Smarthost for your IIS SMTP server
2. If your proxy server does not support email, then you could install a simple SMTP server (e.g. IIS) alongside the web proxy server application on the same hardware that currently does your web proxying. Then configure the new SMTP server to allow relaying in a safe manner and then point your original IIS SMTP server to it as a Smarthost.
