I also use a SonicWall, the Pro model. I had the worst time getting the VPN client to work, and finally gave up.
What I ended up doing is using NAT to map an external, routable IP address to my mail servers' internal, non-routable IP. I created an MX record on my DNS server for the mail server. I configured my remote users Outlook using the mail servers' hostname. The mail server then requires the user to authenticate with an ID and password when they connect to it. The only downside is that I had to configure the Exchange server to use static RPC ports. Too complicated to get into, but if this solution is interesting to you, let me know and I'll give you all the details.