Whatever you are using as router needs to redirect all traffic destined to port 80 to your sme+dans server. This works fine.
Sorry, I think one of us is missing the point.
I can force traffic through the box using IE's settings (yes I know it's easy to work around but its enough for my purposes).
The problem is that when the traffic gets there it is blocked by Dansguardian, unless I select (eg) PAM authentication. I want any connection to 8080 to be accepted (but filtered), which would be the case in transparent mode (if I was in gateway mode), but apparantly not in server-only mode.
If I select 3128 as the proxy port in IE it "works" (I can access the web, but without filtering).
I suspect this is only a problem in server-only mode as nobody else seems to be reporting it, but it could just as well be a problem with my config.