Hi,
The ASA can act as an URL-filtering proxy when using Websense or N2H2 (it has a different name now)....
The ASA will intercept the HTTP traffic and send it to the server... but this happens if the traffic goes through the firewall.
In other words, if the traffic will not go through the firewall, there's no way the firewall will intercept it correct?
Perhaps you can elaborate your question so we can help you out.
Federico.