Warning, this is really esoteric stuff. If you need it, you'll know. If not, skip this section. Thanks to Lewis Shobbrook (email@example.com) for contributing to this section.
If you are trying to setup a transparent proxy on a Linux machine that has been configured as a bridge, you will need to add one additional command. Specifically, you need to explicitly allow connections to the machine on port 3128 (or any other port squid is listening on), otherwise the machine will just forward them over to the other interface like a good little bridge. Here's the magic words: