SonicWALL with Microsoft’s Proxy Server

I’m the administrator of a small 30 machine network. We’ve been running one server and using Microsofts SBS 4.5. For a firewall all we’ve been using is Proxy Server 2.0. Security concerns have changed (nothing to do with Sept. 11), and after some research I purchased a SonicWALL XPRS2. I would like to use the SonicWALL as a network filter, and continue using Proxy Server as an application level filter. I’d planned on using the 10.0… range between the LAN and Proxy, the 192.168..range between Proxy and SonicWALL and the SonicWALL with one of our ip addresses located on the Internet. I would be interested in any comments about this arrangement. Thanks.