Most web malware is designed to exploit known vulnerabilities in Windows, Internet explorer or browser plug-ins like (usually) MS Java Virtual Machine.
If, like our friend Polonus, you have all the latest updates for Windows and your browser, you can say " I'm a llama and I spit at virus & malware!"
Sadly, many computer users have not updated their OS or Browser since 2001. This is because they A: are not computer geeks like us and B: are busy with other things such as making money or chatting with their cousin in Australia.
Webshield can protect users from web based malware, and it's a useful extra layer of protection even if you do keep your OS and browser up-to-date, because one day it might just catch a nasty before it bites you on the bum!