Folks,

I just deployed m0n0wall to secure a wireless network with captive 
portal, with m0n0wall installed between the access-points and our 
corporate firewall.
In this setup m0n0wall is not connected to the internet.
As captive cannot be activated on the WAN interface but I also didn't 
wanted to "reverse" the firewall and use the LAN as an "unprotected" 
interface, I decided to use only LAN and OPT1 and keep WAN down.

Obviously as WAN is down, the default route implicitly assigned to it 
disappears.
Via GUI it is not possible to assign a static route as default route as 
you cannot select a /0. (too bad)
If you modify the XML configuration you can define a default route 
pointing to whatever interface you want using 0.0.0.0/0.

This just as a hint...