If you think VMWare is that expensive...
Well you need to call me because I'm telling you point blank it's wrong, and if someone ripped you for that much send some money my way.
Besides, if you need Untangle to be that fool proof do you have redundant internet connections? Do you have a router that manages them properly? The best deployment option on that scale is just to wrap the Untangle with the Cisco that's at the edge anyway.