1. Refer manual for example, it's not difficult. Last days this forum had a topic about it, try to find.
2. Some ways are possible
- by using HTTP ALG, DFL will send URLs requested (of cource, only thru HTTP - without encryption) via syslog. You can parse and store it. By this way i've made some traffic accounting tool
- you can make transparent proxy (ex, squid, ISA or KWF) and get statistics from it
- you can mirror LAN port between network and DFL and use some network analyzer
IMHO, 1st way is most simple to implement, expecially if you dont need traffic stats (URL is enouth)