Firewall rules affect any traffic going through the UTM.
Every VLAN builds a single Interface.
if you Need Routing between them but no firewalling you need rules like "Group_all_my_VLAN_Interfacenetworks" any "Group_all_my_VLAN_Interfacenetworks" Permit.
Dirk
Systema Gesellschaft für angewandte Datentechnik mbH // Sophos Platinum Partner
Sophos Solution Partner since 2003
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See #2 in Rulz to understand which firewall rules take precedence over others. As Dirk says, WebAdmin automatically creates routes between all subnets and IPs defined on UTM interfaces, but you must manage the firewall rules. If you don't want open traffic between the VLANs with the approach that Dirk suggests, you might be interested in a document I maintain that I make available to members of the UTM Community, "Configure HTTP Proxy for a Network of Guests." If you would like me to send you this document, PM me your email address.
Cheers - Bob