A firewall should really be installed on some dedicated hardware, so I won't address the issues with Zones (have never tried what is being asked); depending on the volume of traffic you are expecting and the complexity of your firewall rules you do not need terribly up to date hardware, e.g. a workstation such a Blade 150. Solaris 10 comes with ipfilter so you don't have to buy any Firewall software.

Take a look at: Firewalling on Solaris 10 sonia hamilton – life on the digital bikepath – sonia@snowfrog.net, Basic iptables Configuration|spiralbound.net,
http://www.homepage.montana.edu/~uni...laris_ipf.html and http://docs.sun.com/app/docs/doc/816-4554/eupsq?a=view.

HTH