Networking & wireless: LAN to ISP Connectivity with Hardware Firewall

LAN to ISP Connectivity with Hardware Firewall

LAN Configuration: 20 XP Machines, 1 WIN 2003 Domain, DHCP, Mail Server, network connected by CAT5e with 1 Dell Gigabyte Switch.

ISP Configuration: 1 DSL bridged modem (ISP requires bridge mode)

TO DO:
Purchase and install a robust, configurable hardware firewall between the LAN and the Internet DSL modem. Firewall must:
1. Protect LAN from intrusion
2. Provide for secure romote access to Workstations and Server by Network Administrator.
3. Provide a means to manage network authenticated user's access to internet (generally block all sites with listed exceptions allowed. Would prefer if exceptions could be managed for each individual authenticated network user).
4. Allow Email

Any recommendations for equipement, software, network configuration would be greatly appreciated. Budget is a concern as well.

Thank you