Hardware proxy

[J.L. Coenders]

Hi all,
Maybe a bit more general question than Fedora, but I would not know any other 
people who I could ask with such an amount of experience.

In my office we have a pretty strict firewall, everything works through 
proxies.
I am wondering if you know some kind hardware device so that I can enter the 
proxies settings there and that I can hook up a computer, which gets a ip 
address from that device, without setting the proxy-settings on the computer. 
Does a router do that kind of stuff?

It might seems a bit far fetched, but I am working on several locations with 
my laptop (which runs Fedora) and I hate changing the settings all the time, 
even with profiles in Mozilla.

Thanks,
Jeroen