Gateway Antivirus: Basic configuration

Goto LAN Services >> Proxy Server

Under "General settings":Make sure that Enable Proxy Server is checked. Save changes by clicking Save button.
Now navigate to Security >> Gateway Antivirus
Save changes by clicking Save button.

Click on Web Filter Groups on the left menu to list view the groups. There will be one group called DEFAULT. Rules defined by the DEFAULT group will be applied to users who is not mapped to any other groups.

Click on next to DEFAULT  and select Edit Filter Rules from the drop down menu to customize filtering rules to suit your needs. Make sure that you save and Apply the changes once you are done editing rules.