Hi av4me,
Most likely, webshield protects your browser by acting as a proxy. First, webshield downloads and scans pages for malware, next webshield transfers safe pages to your browser and blocks unsafe pages.
Your firewall seems to log both actions: download by webshield and transfer to browser.
It would defeat the purpose of online protection, to let your browser download a copy that has not been scanned already.
Best regards,