And configure the security gateway, and have it auto download updates.
Don't set up the firewall to auto define IPs
and set the one time key to be used between the firewall and the SMS server.
And then finish the setup
and wait for the install to get completed.
One it's complete, log into the firewall
Then you'll get to the login page for the firewall
From the main web page from before,
Select network interface, and the eth1 interface, and then select edit
press ok when you get the error, and then give a comment for the internal interface, and select ok.
Select another interface to edit (select the interface, and press edit) to define another interface
When you're done, you should have all your interfaces complete
Define routes by going to Network Management :: IPv4 Static Routes, select the default route and press edit.
You can modify the default gateway by either adding a new gateway with the Add Gateway button, or modify the existing gateway with the edit button. When you do, you will get a popup that provides you a space to define the IP, and it's route priority.
Modify the banner message by selecting System Management :: Messages and then editing the banner field.
Then log out and re-log back in to confirm the message looks fine.