Actually, setting up IpCop is not that difficult. You just need to understand what goals you want to have with your network. You need to firs design your network and decide what would IpCop's part would be in your network. You must know your parameters first in order to setup IpCop properly. read each instructions of the IpCop installation procedures.
To get you going, you may refer to this for some insights and tutorials
hope this helps.
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