CAUTION: Setting up a private IP on the SonicWall may cause network issues on VPN, VoIP, Port Forwarding while it should be ok for general Internet traffic. You may want to configure your router into bridge mode so you can configure your Public IP on the SonicWall's X1 Interface.

Fig. 1. Installation of a SonicWall firewall behind an ISP modem.
Following example illustrates a scenario in which a firewall is installed behind an ISP modem by connecting to the DMZ port of the latter.
Fig. 2. Setting up a SonicWall firewall behind an ISP modem (router)'s DMZ zone.
Use of Dynamic DNS:
A typical ISP scenario for home Internet involves DHCP IP addresses, which makes it difficult to set up services behind the firewall (Fig. 2), I wanted to set up a web server to be accessed from the Internet. To achieve it, I have created a dynamic DNS,e.g., mysite.dyndns with a public provider that keeps track of my DHCP IP address by continuous monitoring.