Do you mean you have IPSec tunnels built between the remote sites and the HQ PIX, and you want to use the WebSense server behind the HQ PIX to do URL filtering at the remote sites?
If so, url-cache will help, assuming your users are going to the same URL often. Increasing the timeout on the url-server command will also help. You may run into problems with the delay but you should be able to tweak the timers enough to get it to work. Users browser response at the remote sites will suffer though, so be sure that they're aware of it.
