If you apply the QoS classes on the LAN interface you will be able to control the incoming traffic. The outgoing connections can be controlled by using the WAN interface.
The QoS works fine either if your box is configured to forward in bridged or routed mode.
I am using an alix board with only one ethernet port, and with a managed switch, and vlans.
I couldnt directly create any QoS on a vlan, but if I created a bridge and made the vlan a member, I could, will this work? I need to be able to control the traffic not on the whole ethernet interface, but with just the vlan that is connected to my LAN.