You don't need a serial cable with ASA's. I would recommend that you put a switch in between the failover connections. If you loose an ASA both e0/3 interfaces will go down and you may run into issues.
Assuming all Internet traffic is split tunneled for vpn.Here's an example below the websense server is on the inside interface and it's ip is 10.255.40.164.url-server (inside) host 10.255.40.164 timeout 30 protocol TCP version 4The following command ...