Sorry for disappearing, I have some problems with my installation cd (bad day!) but it soved now.
I reinstalled Ubuntu completely and reconfigured interfaces. It seems that now my external interface doesn't forget gateway every time I reboot the system, but now I can't make Zentyal NAT to work.
What steps should I make exactly to enable NAT? I configured external interface, marked it as "external", configured one of the internal interfaces, enabled DHCP for it using Zentyal interface as gateway for this internal subnetwork. DHCP works fine, routing shows that internal Zentyal address is used as gateway, but no hosts behind Zentyal can be reached.
2 Josep: I use Zentyal web interface to configure it. But every time I saved changes for network module, ISP gateway ip was dropped (still present in web interface, but not in route tables). Manual network restart from console was fixing that problem until next reboot/web interface save. Anyway, it seems that reinstalling Ubuntu and Zentyal fixed this strange bug. Now for some reason I can't make NAT to work.