Thanks, I've just automated this by firstly getting wget onto my box based on clues from here...
http://www.howtoforge.com/install-vmware-tools-on-endian-firewall-community-2.2-rc3-on-esxi-3.5....and then writing the following script and sticking it in /etc/cron.weekly....
#!/bin/sh
wget -Y no
http://www.shallalist.de/Downloads/shallalist.tar.gz -O /tmp/shallalist.tar.gz
cd /tmp
tar -xvzf shallalist.tar.gz
cp -r BL/* /etc/dansguardian/blacklists/
rm -r /etc/dansguardian/blacklists/COPYRIGHT
rm -r /etc/dansguardian/blacklists/global_usage
date > /etc/dansguardian/blacklists/updated
/etc/init.d/dansguardian restart
exit 0
... then I modified /home/httpd/cgi-bin/dansguardian.cgi so its displays when the blacklist has been updated in the proxy / content filter section by adding....
$output = `cat /etc/dansguardian/blacklists/updated`;
$output = &cleanhtml($output,"y");
print "URL Blacklist Date : $output\n";
Hope someone finds this useful!
Baggers