That is correct. Forwarding HTTP from LAN out the WAN.
It was over a year ago i learned how to do it. And from memory I thought i was able to forward all LAN traffic to a proxy server on the same LAN not out the WAN. I just didn't like that because my proxy server was on my work computer that i used 24/7 and i wanted it on the corp backbone. Anyways it sounds like there's not a simple solution that i've overlooked.
Guess I'll just try playing around with the settings here at my home and see what i can figure out.