OK then,
no problem.
First of all you have to select "integrated" for the scanning. You can find that security -> web-filtering -> protocol
Maybe you want to select some none defaults like when connection to server is lost allow all.
After that
you can configure two userdefined categories (Security -> web Filtering -> Categories) to use as black and white lists. Blacklist goes before whitelist so don't blacklist and whitelist at the same time: url will be blocked.
After that you define your profile, select black and whitelist categories with desired actions.
Allmost there now:
In the policy enable webfiltering and select the profile you configured.
Hope this makes things clear tou you. Succes!