Default route on MPLS

Our company started migrating to MPLS and we have centralized access to Internet. We just ran into an issue mentioned by David Davis on his article Pros and Cons of MPLS about the default route which is now the Carrier’s router. We found that some traffic is being sent to other places outside the company through the Carrier’s network in between our sites. My question is: How should we configure in order to have all the traffic not intended to my company network be sent to the firewall? Prior to MPLS we did it with the default route ip route 0.0.0.0 0.0.0.0 xx.xx.xx.xx