Hello carl_townshend,
The reason your proxy server has 2 nics is because it services two different networks. You have an internal network and an external network. Your internal clients should be re-directed to your proxy server, which in turn proxies those requests out to the external network. Having 2 nics allows you segment those networks. The proxy server then in turn can apply its policies on that traffic that transits thru the box.
Hope that helps! If so, please rate.
Thanks