Hello Malette40,
you should find a way to use WCCP on the supervisor of your switch, I don't think it is supported on FWSM as it would be a less efficient way to do this
see
http://www.cisco.com/en/US/docs/security/fwsm/fwsm40/configuration/guide/intro_f.html
it supports web URL filtering working with websense or N2H2 but it is a different matter
you should put the web caches before the Vlans managed by FWSM in order to allow the supervisor/MSFC WCCP to be used
Hope to help
Giuseppe