I need to put a WebSense proxy as a parent of a squid proxy, possible?

Headquarters has recently decide to put a WebSense (content filtering)
proxy up. We have out Internet coenctivity throught them, so we now
must go through that proxy. I ahev about 500 machines pointing at our
squid 2.2STABLE2 proxy and would not like to reconfigure every machine
to point directly at Websense machine port 8080, because it does not do
caching. Can I tell squid to go through that machine on port 8080 for
http? I tried

cache_peer websense.mydomain parent 8080 3130 no-query

but I still get rhough to pages I shoudl not, and access.log shows that
squid tried to connect to websens but had a miss and then went directly
to origin server. This won't work soon, because headquarters will only
allow http access through the firewall from the websense machine's IP
adress. Can someone help me out? thanks,

--
Fernando Medina Jr.
<fmedina1@dla.co.cr>
ICQ 102329
San Jose, Costa Rica