firewall rules: LAN

[remd]

If you just want to the interface to go out, set a rule to deny access to any other subnet/interface except WAN  (you can set an alias or group) just above the to "Any" rule and it will only allow to go out. In addition you can set some specific rules on top of these if you'd like to let some access to other interfaces.

[tiji]

Why do I have to create a rule in the LAN tab and set the destination to "any" to get an internet connection?

Most serious Firewalls disable any connection (in AND out) by default and you have to enable it by eg. such a rule.
Most SOHO plastic routers have a simular rule but you never see it (allow LAN to any) and can't disable it - which is not a good idea in controled enviroments like schools, companies and such.
It's just a matter of default presets.

If we want to use the transparent proxy and enabling only the firewall ip address to any rule also not working.
If we enable LAN to Any rule. some programmes like ultrasurf will bypass the proxy/firewall. could you please give some suggestions to tackle this situation.