This is the only part I'm not sure what you mean.
This is how everything is/will be hooked up:
C7 (eth1.35) WAN is hooked up to PORT 3 on the SG105E. (eth0 is the LAN)
I will UNTAG port 3 on VLAN 35 on the SG105E
I will set PORT 3 to PVID 35 on the PVID Settings screen on the SG105E.
Do I have to change ANY of the SWITCH settings on the C7?