SonicWall turns out to be an el cheapo firewall solution, and hence looks like it could be pretty easy to bypass.

The content filtering works like this:
-it's a subscription based service. SonicWall company scans the internet, and categorises/ rates urls as porn, gambling, e-commerce, anonymising proxy service, education, blah blah.
-the school subscribes to the service, and has a sonicwall firewall appliance.
-you request a url via your browser
-the SonicWall appliance checks with Sonicwall's central database of urls (which is cached locally) to see if your url is OK
-if url is categorised as porn, etc. your browser request is denied.
-SO you can get around this with a simple http proxy, SO LONG AS the url of the proxy service you are using hasn't been categorised/ rated by SonicWall as an undesirable address and stored in it's database. The easiest way would be to set up a simple web based proxy service at on your own computer (at home or away from school), and log into that via your browser at school.
-when you request a page (via your proxy), the request will be to the url of your your own proxy service instead of the actual page you want to see. The main thing would be to avoid having your web based proxy server classified as such by Sonicwall HQ. Seeing as SonicWall uses caching of it's url classifications, you might be able to set up a temporary http page at your url, request that, which will get the page classified/ rated by SonicWall and have the ratings stored in the cache locally at your school, and THEN replace the page with your web based proxy. Something along those lines. There are plenty of scripts floating around for setting up web based anonymising proxies, which you could use to set up your proxy. It would probably be a lot of stuffing around for not much benefit, but you could work out a way to get thru, I bet. That would be what I'd try, anyway.