it´s easy going.
1) Configure the CSR installation.
2) Configure a Log Source and choose the LOG Format "McAfee Webgateway (Webwasher) - Auto Discover". If you use the default LOG File in MWG this fits best.
3) Configure a username and password for the LOG Source. This username and password will later be used in the MWG configuration. The GUI shows you the HTTP(S) and FTP Link to upload the LOG Files to CSR.
4) Change the settings for Uploading the LOG File in your MWG. Use the URL, the username and password shown/configured under step 3.
This should work. Under "Job Queue" in the CSR Gui you can check if anything is fine.
Also take a look here:
Hope this helps,