That depends on your network, and if the bridge is working properly, keep it.
If you want to try it, you're creating this network at the least.
Internet -> edge router -> Untangle Router -> LAN
The critical aspect is the IP network that lives between the two routers. That is the only automatically configured Internet connection. The Untangle router will need no special configuration other than to remove the NAT policy. The edge router will need a static route for any IP Networks in the LAN area.