: I want to setup a router with Proxy and port access blocking facility.
: I am using SuSE 10.0 OSS Should I stick to it or there is a better choice
Suse is OK for now if your happy with it. I currently use Gentoo and Debian. As for a proxy you may want to look into getting the squid proxy. They are pretty good. You may want to get webmin to administer it. With webmin you could also administer other things like your SSH server, apache server, and more over the web. You have the option to use it with SSL or without. Possibly you want to go with a router firmware approach which I dont use. In that case i'd need to know what type of router you have, model, version. If you do setup the proxy you will also need to do port forwarding. Dont forget to do that. Also you may want to either memorize your IP and use a DNS redirect like no-ip.com. I use a dynamic IP so it comes in handy when I want to give my IP out to friends. This way when the IP changes I dont have to keep notifying friends that it changed. All you have to do is update the IP at the DNS redirect. ne1.net is another one.
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