Are you using the transparent proxy to browse the web?
Are you able to ping an external host (such as http://www.zeroshell.net) from a host of your LAN? Have you enabled the NAT on the WAN interface if you are using a private IP subnet (such as 192.168.0.0/24) on the LAN?
By the way, the firewall allows any protocol to be forwarded by default.
Regards
Fulvio