Sorry DaveD but I really doubt this that has anything to do with DNS.
Let me explain this in more detail. When you type in an URL to the address bar of your browser (or click a link on a page), the following things happen:
1. the browser starts DNS query to resolve the server name part of the URL to an IP address (at this stage, the WebShield is in no way involed).
2. When it gets the IP address, it attempts to connect to it. WebShield intercepts the connection request and redirects it to its own port.
So, if step 1. fails, the browser will behave absolutely the same whether or not WebShield is active. On the other hand, if it gets to step 2. but the remote site is inaccessible, the behavior may change.
In other words, the "problem" will only be visible for URL's that do have a valid DNS record (their name can be resolved) but are unreachable.
Hope this makes sense
Vlk