However, after recently speaking to some engineers at WebSense; we have discovered that they now have a feature to export data to a third party SIEM solution, and this is the best way forward at this time.
Here's some information on configuring/using the feature:
One of the formats listed on the page above is "syslog/key-value pairs (Splunk and others)".
If you install a syslog server, and configure WebSense to log to it using this format you should be able to import the resulting log file directly into Vantage. (If you have any problems importing the log file please contact us).
Syslog Watcher (Free for up to 4 sources)
Kiwi Syslog (We've always recommended and used Kiwi Syslog as it's very solid):