Filtering VPN Connections

Hey all;

Running Websense Web Security v7.7.3 in standalone mode on Windows Server 2008 Standard R2, SP1.  Recently its been decided to implement VPN.  VPN is handled through our Palo Alto Firewalls and a request has been made to extend filtering to these VPN connections.  WS IS filtering although its providing users with the Default Policy - WS can see the IP but has no idea who's logged onto the computer.  The devices coming in through VPN would be corporate devices and as such would be using cached credentials - IE a laptop.

Is this something that can be done with the Web Security product or do we need to Content Gateway or setup some type of proxy for this?

Thanks,

CFowler