I was on the McAfee tech support line back then... It was SO nice when your users had half a clue...(getting a modem up an running, downloading a file, downloading PKzip, and then unzipping the app all took at least half a clue back then)
Then they started selling it in stores... I still have nightmares...
Celestix does a Websense "appliance", and M86 has an appliance.. both are probably close to that price range...
I've seen Symphonix in a bunch of small company installations too.
I'm not overly fond of the way the M86 product's method of group based surfing permissions work.. basically a user can only be in one group at a time. ex. Group A can see ebay, Group B can see craigslist. If you need somone to see both, you have to create Group C with permissions to see both.
The gent who wakes up and finds himself a success hasn't been asleep.