With your NG Firewall's Virus Blocker(s) active, they will scan inbound and outbound HTTP, FTP and Email traffic as it passes through the Untangle. This is your first layer of protection.
Imagine this scenario:
Angela is a Resume Writer at Angelic Resumes, Inc. One day she works from a remote location, and downloads an infected file from the Internet to her personal laptop, then to her USB drive. She returns to the office the next day, and, using the USB drive, saves the infected file directly to her desktop computer. Her desktop computer is now infected with a virus. To make matters worse, she emails that file to her coworkers. Her coworkers download the file, and now their desktops are also infected.
In this scenario the file was transfered without going through Untangle. If Angela had emailed the file to her coworkers work email accounts from her personal email account, that email would have passed through the NG Firewall, which would prevent the virus from entering your protected network. Because of situations like this, we always recommend an additional layer of protection on the desktop.