Similar to the other reviewer here, we typically put in Sonicwalls as the Firewall. In the past I have seen a couple things get by when Trend Micro was in place. I have set this up and it wasn't too cumbersome. It does a moderate job and is certainly better than having no protection in place.
I have on boarded a few clients with these firewalls, and to be honest they are not easy to manage. The first thing we do is replace these SonicWALL's, or Cisco ASA's. If you are looking for a solution, I would recommend staying away from this product line.