Using External proxy service

Hello,

I am trying to replace the Sonicwall firewall at 100 locations with a Mikrotik Routerboard 750,

We use a remote proxy service Message Labs to filter the content to protect the business center computers from going to unacceptable sites.

Any one have any ideas on how I can accomplish this using the Router OS?

A bit more information

The Sonicwall sends web traffic to

proxy1.us.webscanningservice.com port 3128

/ip firewall nat
add chain=dstnat protocol=tcp dst-port=80,3128,8080,8888 in-interface=LAN action=dst-nat to-address=ip.address.of.proxy to-port=3128

Look up transparent NAT and Squid on the wiki. Same principle.