OpenVZ/HyperVM On Multiple NICs Advises

My company currently have some spam filtering problem with mailscanner and the Windows team was given a project to come up with a better solution to fight spams.

I work in Unix dept. I suggested to Windows admin I use ASSP personally and works great. I gave them the specs on my setups. Since the current front-end proxy is on RHEL, we all settled to try out ASSP on Ubuntu based server.

We scrap-find an older Dell PE 2850 we can use. I finally convinced company to deploy OpenVZ, this will be our first OpenVZ server public facing.

The Dell have two Intel 82541GI Gigabit NICs. We are VLAN-ing on Cisco switch level; eth0 will be on internal 10.0 network and eth1 on public port.

I already installed CentOS 5.2 plus HyperVM. I configured and brought up eth1 without TCP/IP, just on layer 2. Looks like OpenVZ is using eth0 right now.

For this new proxy, will be routing traffics through host eth1. What's the best way of going with this? The new proxy will be using veth so it will have its own MAC (for security reasons; and network team said this is mandatory).

Should I be using bridging? Or simple routing guests through VZ configured eth1 would work?
Can anyone give me some ideas? I'm asking in WHT is because a lot of hosting companies probably have this setup already. I'm just absorbing ideas...