So, I had a previous thread about this Virtualizing Firewalls/UTM.

Essentially, I have configured what I think would work, but networking isn't my strong point!

Two Virtual Adapters - with IP addresses 192.168.0.2 (External) and 192.168.0.3 (Internal) respectively.

The External Adapater looks at 192.168.0.1 (my Zyxel) for it's default gateway.

The Internal Adapter, 192.168.0.3, which is what the Sophos UTM listens on, has it's default gateway set to 192.168.0.2, the IP of the External Lan interface.

So,

PC (192.168.0.11, DHCP) --> (LAN) --> Switch --> 192.168.0.3 (Internal LAN Interface IP) --> Sophos UTM --> 192.168.0.2 (External LAN Interface IP) --> 192.168.0.1 --> Internet

Would this be the correct setup, or am I completely out of the game here?

Cheers!