The final step was to arrange for TinyProxy and DansGuard to run whenever the machine boots.
I added a local.start shell-script in /etc and added it to /etc/inittab, to run them (TinyProxy first) on boot.
Its not finished yet. I have yet to allocate a fixed IP address to the proxy and I've yet to look into avoiding any bypassing of the proxy from the EduBuntu machines.
I have to stop now though because there is a queue of people behind me to want to have a go at this broadband internet thing Daddy is so chuffed about.