The solution of the problem is the following: In the console of administration of the SonicWall should be added to the Exclusion List the IP of your PC. This should be done in the option:
Security Services/Gateway Anti-Virus/Configure Gateway AV Settings
Security Services/Instrusion Prevention/Configure IPS Settings
Security Services/Anti-Spyware/Configure Anti-Spyware Settings

It be assured to have an Antivirus, IPS and Anti-Spyware in its PC.