Configure an IT Policy to disable the Internet Browser and force all web browsing to occur using the BlackBerry Browser (MDS). KB10936 - How to disable Internet Browser on BlackBerry devices - Port3101.org : Your BES Connection
You can then configure the BES to log web browsing traffic if you wish.
Your Sonicwall probably has CFS (content filtering service) as an option which you can subscribe to.
Assuming your BES uses the Sonicwall as its gateway to the Internet, then your handhelds will also, and traffic will be filtered automatically based on the Sonicwall's configuration.