On a 3801HGV I used the following settings with 5 static IP addresses
Connect WAN connection on Sohpos to a port on the Uverse router
On the ATT 3801HGV Uverse router
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Go to Settings > LAN > IP Address Allocation
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Configure Settings for MAC address on firewall
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Firewall - Enabled
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Address Assignment - Private from Pool
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WAN IP Mapping - Router WAN IP Address
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Cascaded Router - Yes
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Go to Settings > Firewall > Applications, Pinholes and DMZ
On the Sophos Firewall
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Configure WAN connection for DHCP
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It will configure your wan connection for an internal IP address, but don't worry it will route correctly
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Disable Web Filtering if you want browsing to come from different addresses
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Configure Additional Addresses
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Configure Masquerading
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