Carlos
If the SonicWall can do 802.1q on it's NICs and you can create subinterfaces for each of the vlans on the SonicWall then yes it is possible. It is a failry common setup with ASA firewalls.
If you are asking whether the SonicWall can do 802.1q tagging then no idea this is a Cisco forum after all
Edit - looks like the SonicWall, or at least certain models, can do 802.1q. Attached is a pdf showing how to configure 802.1q between a Cisco switch and the SonicWall.
Jon