Mark,
Thanks for the question and thank you dnslammers for the reply as well. There are really two ways to set up this environment if you want to keep mailmarshal in the works. The first would be as follows:
INBOUND: Internet-->Brightmail Gateway-->Mail Marshall-->Exchange
OUTBOUND: Exchange-->Mail Marshall-->Brightmail Gateway-->Internet
The second:
INBOUND: Internet-->Mail Marshall-->Brightmail Gateway-->Exchange
OUTBOUND: Exchange-->Brightmail Gateway-->Mail Marshall-->Interet
The first option would require the lease amount of configuration. All you would need to do is change your MX or firewall to point at the SBG and then configure your downstream mail server as the Mail Marshall. In option number two you would configure mail marshall to deliver to the SBG box, add the MM box as an internal mail host to brightmail gateway then configure your mail server as the downstream mail server then change the SMART host on the exchange server to point at the SBG box.
Let me know if this helps,
John