Each Internet application that you run on each Workstation should be setup to use proxy.
In this case the Gateway machine is the proxy server.
Configure your Web browsers on each of the "Workstation" to use proxy:

Service IP Address (gateway machine IP) PORT NUMBER
HTTP proxy 192.168.0.1 80
Secure proxy 192.168.0.1 443
FTP proxy 192.168.0.1 8000
SOCKS* 192.168.0.1 1080

In MS-Internet Explorer 5.x or higher

In MS-Internet Explorer 3.0x or 4.x