Make sure your swtich can do it:
http://h30499.www3.hp.com/t5/Switches-Hubs-Modems-Legacy-ITRC/HP-Procurve-2626-Policy-based-routing/td-p/5421071
I did some digging and didn't find any decent docs on setting it up... but if you take your drawing from the L4TM question you posted, you want to set up a policy that for the "security vlan" so that all IP traffic on the web ports you want to monitor (80, 443, plus others you might want) gets sent to the IP of the WSAProxy
Here's a bit I lifted from a post on HP's site:
http://bizsupport2.austin.hp.com/bc/docs/support/SupportManual/c03015541/c03015541.pdf
You'll want to have a look through Chapter 8 for the configuration. You've got to basically configure a traffic class, configure policies for it, and then apply it (in this case) to each of the VLANs you want it for.
What kind of firewall are you using? If its a Cisco ASA, it would actually be simpler to do WCCP to the WSA...