Oh the joys. I'd suggest you setup a little test environment or if you have a spare PC at home, set it up on there and try using it as a firewall.
They're probably leaning towards it as it has a web interface for configuration, which is nice, but a complete waste of system resources IMHO.
To setup a basic firewall using iptables in under 5minutes:
iptables --flush
iptables -P INPUT DROP
iptables -P FORWARD DROP
iptables -P OUTPUT DROP
iptables -A INPUT -i eth0 -p tcp --dport 22 -m state --state NEW,ESTABLISHED -j ACCEPT
iptables -A OUTPUT -o eth0 -p tcp --sport 22 -m state --state ESTABLISHED -j ACCEPT
iptables -A INPUT -i eth0 -p tcp --dport 80 -m state --state NEW,ESTABLISHED -j ACCEPT
iptables -A OUTPUT -o eth0 -p tcp --sport 80 -m state --state ESTABLISHED -j ACCEPT
iptables -A INPUT -i eth0 -p tcp --dport 443 -m state --state NEW,ESTABLISHED -j ACCEPT
iptables -A OUTPUT -o eth0 -p tcp --sport 443 -m state --state ESTABLISHED -j ACCEPT
iptables -A OUTPUT -o eth0 -p tcp --dport 22 -m state --state NEW,ESTABLISHED -j ACCEPT
iptables -A INPUT -i eth0 -p tcp --sport 22 -m state --state ESTABLISHED -j ACCEPT
iptables -A OUTPUT -o eth0 -p tcp --dport 443 -m state --state NEW,ESTABLISHED -j ACCEPT
iptables -A INPUT -i eth0 -p tcp --sport 443 -m state --state ESTABLISHED -j ACCEPT
iptables -A INPUT -p icmp --icmp-type echo-request -j ACCEPT
iptables -A OUTPUT -p icmp --icmp-type echo-reply -j ACCEPT
iptables -A OUTPUT -p icmp --icmp-type echo-request -j ACCEPT
iptables -A INPUT -p icmp --icmp-type echo-reply -j ACCEPT
iptables -A FORWARD -i eth0 -o eth1 -j ACCEPT
iptables -A OUTPUT -p udp -o eth0 --dport 53 -j ACCEPT
iptables -A INPUT -p udp -i eth0 --sport 53 -j ACCEPT
iptables -A INPUT -p tcp --dport 80 -m limit --limit 25/minute --limit-burst 100 -j ACCEPT
iptables -N LOGGING
iptables -A INPUT -j LOGGING
iptables -A LOGGING -m limit --limit 2/min -j LOG --log-prefix "IPTables Packet Dropped: " --log-level 7
iptables -A LOGGING -j DROP