On 2009/03/07 I wrote about the problem with Squid. Today I solved it. The problem was the prerouting in my firewall. When you do such a thing then you need to tell Squid that he is a transparent proxy. I added the transparent attribute to the http_port parameter. After the restart the problem was fixed. Now I can prepare myself to switch my LAN and DMZ so that my router becomes part of the DMZ.