...You can follow the setup guide at https://33hops.com/vmware-esxi-nat-with-custom-firewall.html
The appliance comes in a very small package (less than 5 MB), still it's fully functional, make not mistake. It is configured with 256 MB of RAM in a 50 MB .vmdk disk, which should be more than enough for any small lab, corporate department or (c)VMWare (c)ESXi dedicated server.
Just uncompress and register, enjoy.