The internet is no longer a safe place for any kind of enterprise to do business. Viruses abound, spyware is everywhere, hackers are lurking around every corner using nefarious methods to attack networks. As one direction of the network security development, UTM (Unified Threat Management) integrates many security technologies which were realized by several individual facilities in the past, and it can be also operated easily, so the UTM product is the right thing that many enterprises are eager for.In this dissertation, the min contribution is how to design and set up a UTM system that includes the industrial computer and the software which realize all security functions. This system offers two internet interfaces,a DMZ interface and a intranet interface. This UTM can offer all functions of the gateway security products besides web content filtering and anti-virus. The product's operations include system management,net setup,firewall setup,name management and system monitor.This UTM can be separated into senven portions by function: firwall,anti-virus,web filterings email firltering,log checkings system configure and other fucntions. The relevant interface can be entered by choosing the option.The research is successful, and the UTM sample is finalized. The sample realizes the anticipative funcitons basically, such as firewall,anti-virus,URL filterings anit-spyware and so on.After all the UTM technology emerged and was sthdied only for several years, it is still immature, so this essay is very helpful to the popularization and development of UTM.