Connecting your SonicWALL firewall (behind a NAT router)
We would always recommend having the SonicWALL firewall in NAT mode and controlling your inbound routing via the SonicWALL interface. This is because of the features that SonicWALL provide that most xDSL etc. routers don't. This allows for easier and greater control over how you manage your data.
We would also recommend having your xDSL router in NO-NAT (NAT disabled) if you have multiple public IP addresses, or if you only have 1 public IP address and your router supports (half-)bridge mode. Having only 1 device in NAT mode eliminates any potential NAT traversal issues or inconsistent NAT.
Below are examples of deploying a SonicWALL in NAT mode, behind and existing NAT router.