The SSL v3.0 CBC (Poodle) vulnerability does affect the Sophos UTM appliance. The SSL protocol 3.0, as used in OpenSSL through 1.0.1i and other products, uses nondeterministic CBC padding, which makes it easier for man-in-the-middle attackers to obtain cleartext data via a padding-oracle attack, aka the “POODLE” issue.
So there must be an attacker who needs to sniff packets in between to attack. This vulnerability is not as dangerous as the heartbleed bug but needs to be fixed. You can do this via shell via a workaround described here or you wait until 23rd October (this Thursday) for the fix 9.209.
You can find more information about how the attack is working on the NakedSecurity Blog from Sophos.