The answer to your question depends on weither the Firewall/Router can be configured to send Syslog Messages when a specific URL has been requested. I personally doubt this is possible as it could result in an exponentially large amount of syslog messages, however, you will want to double-check with your Firewall/Router's documentation.
Feel free to share your findings in this post.
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Fodome is correct, although it is absolutely possible.
Firewalls will send syslogs with the full URL. Cisco PIX/ASAs do. Any firewall that has http momnitoring integrated (like WebSense) must forward URLs as a basic feature). We originally logged URLs, but do to the large space requirement elected to filter them out so we could focus on other traffic indicators in the firewall.
If you do log URLs, it will be a lot of data as some URLs can exceed 256 characters. I've saw them exceeding 500 characters cabk in 2003 with a WebSense implementation.
With a high single-thread performing CPU and a RAID array Kiwi can really process an obscene amount of syslog messages. We are maxing out our hardware at over 9.3 million msgs an hour from a single PIX Firewall.
+ Messages received - Last 24 hours: 111,866,656
+ Messages per hour - Average: 8,782,779