How can I protect other machines on my Lan using virtual firewall appliance ?

If I have a Windows machine with a virtual linux based firewall appliance inside of it, I know how to protect the host machine with the firewall. How do I protect the other machines on the LAN using the virtual appliance ? Would I only have to set the "Gateway" setting of the other machines to the address of the virtual machine ?|||Yes, and set their firewalls to block anything not comming from the appliance.