lack of security proxies?

[John White <johnjohn () triceratops com>]

I'm bringing in a Netscreen (10) for evaluation in the upcoming weeks.
I read the stuff they have on their site, and read a review of it in
Sybex Network Press' "Firewalls 24seven", from the 24seven series.

My understanding of the product is that it combines stateful packet
inspection, a generic tcp proxy (SOCKS), and NAT.  A note was made
about the lack of security proxies or content filtering.

Now, I planned on using specific machines on the LAN side of the 
firewall to proxy http, https, dns, and smtp traffic.  I'm wondering
how important it is to actively filter mail for malicious programs
and http traffic for malicious java/activex.

John