Using VNC

[Margrove]

Hi there,
I've just had my first taste of Linux by courtesy of Ubuntu and I must confess that I am very impressed.
I have 3 machines in the house running XP Pro, wirelessly networked. For maintenance I can access my daughter's and wife's machines from my own using Remote Desktop Connection, which works quite satisfactorily at the moment. A 4th machine is connected to an ADSL modem via a wireless router with Ethernet cable, in the customary manner.
It's occurred to me that for network security it would make better sense to have this 4th machine (running Linux) link up directly to the www and the have the rest of the network access the Web through this machine, using VNC. Ideally each user would run his/her own instance of Firefox through seperate accounts, invisible to each other and preferably simultaneously.
Is this possible at all or even a good idea?
If so could any kind and knowledgeable person give me a broad idea of how one would implement this?
I'm obviously a newbie so please don't get too technical just yet!
TIA
Martin

[PrntRhd]

Actually you can also use Linux PCs as really great firewalls using Monowall or Smoothwall applications.
You can also use a Linux server to act as a proxy server for controlling access to the web.