The message from the guy above discusses how to set up and configured your own VPN. It sounds like you don't want to do that.
It sounds like you want to connect to an existing VPN that is based on SonicWall. One of the ways to do this is to research FreeSWAN (link
), which is a linux IPSec client. A quick browse through their pages tells me it works with SonicWall, but YMMV.