about the actual perfomance of the atom pc im not sure, are you just interested in gateway or do you need / want proxy and trafic shaping as well for example...
about the usb-drive dont... usb is a really slow medium, and your zentyalbox will be dead-slow but even worse and the flash-chips inside them are verry much NOT suided for day-2-usages so if you want that, use a real ssd-drive...