Using File Shares
Step 4 Then select the bookmark, either from the portal or from the bookmark tab in the toolbar.
Note Files launched from within the File Shares Applet must be downloaded to the local machine before they can be opened. The File Shares Applet will store the file in a temporary directory while it is being used. The File Shares Applet will also try to delete the file after use, but may be unable to do so depending on whether or not another program is accessing it. Use caution when opening files with sensitive material.
SonicWALL SSL VPN 5.5 User Guide