John,
If you have Beoport, you can run audio out of the Sonos box into the Beport box and the 3500 connects to Beoport via Masterlink.
Not without its problems though because it starts Beoplayer on the PC when you activate the 3500 with the Beo4 remote, then hit the "Stop" button on the player and Sonos is then the only source coming through.
Like you, I would like to connect the 3500 directly to the Sonos box, but I would happily settle for a way to prevent the Beoplayer activating.
Cheers,
Ian