Websense is a
commercial product.
Websense should provide you with support, regardless of if you bought it or are running a time-limited demo. Now if you do a search for just "squid" on their site you'll find a PDF regarding Squid/Websense interoperability.
* There are people that have claimed success using
Dansguardian + Squid. If you're in the evaluation stage maybe you could check out Dansguardian as well.