Take a look at Astaro. They sell ready UTM devices with their software installed (do a 30-day trial to see if it does what you need). If you have a spare computer with 2 ethernet cards, you can download Astaro for free and install it to make a dedicated router. They even have VMWare appliances available.
Another option is m0n0wall, which is completely free. It's based on FreeBSD. Like the free version of Astaro, you install it on a computer to turn it into a dedicated UTM device.
There's also Smoothwall, which is Linux based and installed like Astaro or m0n0wall.
All of these are excellent products and should do what you need.