I searched for an answer here before posting this question.
But, very very curious to know whether someone knows how to connect to a SonicWall VPN from Mac OS (Lion)?
At work, we use Equinux VPN Tracker.
More details can be found in this FAQ
If it is for a Netextender/SSL-VPN, yes there is, it is on their support website. I don't think there is a 'global vpn' client for Mac though.
In the past we used a program called IPSecuritas that worked OK. Every now and then we would have DNS issues, which caused a lot of work of "band-aiding" the problem by editing the host file on the user's computer.
Later, we switched over to their SSLVPN service and it has worked great ever since! We've been using it for probably over a year now and the time I've had to spend supporting it is almost zero. If your device supports it, set it up!