Raspberry Pi as a LAN firewall server

Hello Badr, Why you don't use Dynamic DNS http://www.opendns.com instead of the intermediate device ? it's saving your cost in performance and money then manage your traffic over the website after you put their DNS in your router.
The USB NIC is very bad in performance and it's compounded if you have multiple USB devices beyond your USB NIC.
Regards

A firewall is a set of related programs, located at a network gateway server, that protects the resources of a private network from users from other networks.
(The term also implies the security policy that is used with the programs.) An enterprise with an intranet that allows its workers access to the wider Internet installs a firewall to prevent outsiders from accessing its own private data resources and for controlling what outside resources its own users have access to.