kehi, I don't think Smoothwall proper has this stuff. You can set up email and http proxies that can do virus filtering, that might help. If you could be more specific as to exactly what problems you want a firewall to solve, we might be able to better point out how to do it (or whether it can be done).
In general however, Windows comes as a very insecure operating system and you're going to have to do a lot of the work of trying to secure it on the systems themselves. For example, this means good anti-virus software, software firewall, and automatic updates. An intermediate system like a firewall can only do so much.