To connect a SonicWall to a cable provider that supplies DHCP instead of a static IP address...
  1. You need:
    1. SonicWall gateway (e.g., Pro 1260).
    2. Cable modem (e.g., SurfBoard) with co-axial cable.
      Note: if there is no power switch, "power off" or "power on" means to unplug or plug in the power cord.
    3. Laptop or desktop ("computer").
    4. Two Ethernet cables.
  2. Start in this configuration:
    1. SonicWall is powered off.
    2. Cable modem is powered off.
    3. Co-axial cable is connected to the cable modem and into the wall.
    4. No Ethernet cables are plugged into anywhere.
    5. Computer is booted and logged in.
  3. Plug an Ethernet cable into the computer and into the SonicWall port 1 (marked "1" on the left in the bottom row, just to the right of the WAN port).
  4. Power on the SonicWall, wait for the lights to stop flashing.
  5. The green PWR light should be on, and the green light next to the Ethernet port (to the left) should be on.
  6. Bring up a browser and go to https://192.168.168.168.  If no response, then try http://192.168.168.168.
  7. If a page comes up saying "There is a problem with this website's security certificate" (or a similarly dire warning), look on the page for the link "Continue to this website" and click that.
  8. If a "Security Alert" dialog box comes up asking "Do you want to proceed?", click Yes.
  9. You should have the SonicWall login page.  If not, stop here and contact technical support.
  10. Login -- the user is "admin" and the password is "password".
  11. On the left there should be a Network tab (or button)... click that.
  12. You should now be on the Network->Settings page.  There should be three lines in a table -- WAN, LAN, and OPT.  WAN is likely the first one.
  13. Just to the right of WAN there is a drop-down box... it should read "NAT with DHCP client" or something similar (we want DHCP, with NAT if it's there, or without it if not, but DHCP for sure).  If it isn't, change it and click the Apply button in the upper right of the page (then wait for the status line in the lower left to say everything is ok).
  14. On the WAN line, all the way to the right, there is an icon in the column Configure... click that.
  15. You will get a popup window with two tabs along the top.  One of the tabs is "Ethernet"... choose that.
  16. Check on the option "Proxy management workstation Ethernet address on WAN" (or similar wording).
  17. Click the OK button.
  18. On the lower left of the page, click the Logout button.
  19. Power off the SonicWall.
  20. Unplug the Ethernet cable from the SonicWall and plug into the cable modem.
  21. Power on the cable modem, wait for the lights to stop flashing.
  22. Bring up a browser and go to a web site (doesn't matter which, try http://zulutango.com... you should be able to get the web site.  If not, stop here -- the cable connection is not working, contact your ISP or technical support.
  23. Power off the cable modem.
  24. Disconnect the co-axial cable from the cable modem.
  25. Shutdown and power off the computer.
  26. Unplug the Ethernet cable from the cable modem and plug into the SonicWall port 1 (see step 3).
  27. Plug the second Ethernet cable into the SonicWall in the WAN port (on the lower left, under the OPT port and to tho right of the Console port).
  28. Plug the other end of the second Ethernet cable into the cable modem.
  29. Power on the SonicWall, wait for the lights to stop flashing.
  30. Reconnect the co-axial cable to the cable modem.
  31. Power on the cable modem, wait for the lights to stop flashing.
  32. Boot the computer and login.
  33. Bring up a browser and go to a web site (doesn't matter which, try http://zulutango.com... you should be able to get the web site.  If not, continue with the next step anyway.
  34. Log into the SonicWall as described in steps 6 to 10 above.
  35. You should be on the System->Status page.  In the lower (or middle) right there should be a box entitled "Network Interfaces".  The first line should be (named) WAN.  To the right of that name is an IP address.  Write down the address (it may be 0.0.0.0) and send that to the technical team responsible for Stage Two installation.
  36. On the lower left of the page, click the Logout button.
 

The following are the original instructions from Comcast (that didn't work) that were merged and extended to get the preceeding instructions (that do work).  I keep them here for reference.
To clone (proxy) the MAC address of the computer previously connected so Comcast DHCP will assign an IP.
  1. Connect the computer to your cable modem and go online.
  2. Disconnect this computer from the modem and plug it into the LAN port of the SonicWall. Make sure no other devices are connected to the SonicWall at this time.
  3. Connect the WAN port of the SonicWall to the modem.
  4. Log into the SonicWall management interface.
  5. Select Network > Settings (SonicOS Standard) or Network > Interfaces (SonicOS Enhanced).
  6. Click the configure icon for the WAN interface.
  7. Select the Ethernet tab.
  8. Check the option "Proxy management workstation Ethernet address on WAN".
  9. Click OK.
  10. Power off the cable modem, SonicWall and your computer.
  11. Power on the Cable modem first. Once it's ready, power on the SonicWall and finally your computer.
  12. Check the ip address of the WAN interface on the System > Status page.
  13. Try to go online.

Some providers require a hostname in the DHCP settings. It is not believed that Comcast requires this.
  1. Disconnect the Ethernet cable from the SonicWALL to the modem.
  2. With the SonicWALL disconnected from the modem, set up the X1 (WAN) interface to use NAT with DHCP Client (SonicOS Standard or Firmware 6.x) or DHCP (SonicOS Enhanced). Leave the hostname blank.
  3. Power off the SonicWALL.
  4. Unplug the cable modem and disconnect the co-ax cable. If the modem includes battery backup, remove the battery.
  5. Connect the Ethernet cable from the SonicWALL (still powered off) to the modem.
  6. Power on the SonicWALL.
  7. Reconnect the co-ax cable to the modem.
  8. Plug in the modem power cord. If the modem includes battery backup, insert the battery.
  9. Connect your laptop or PC to the X0 (LAN) interface.