http://tsaclan.netsons.org/files/screenshot.jpg
Don't look too much to my desktop... It need to be cleaned 
Nothing unusual here, just GoogleDesktop, but that should not be the problem.
I still think this must be the firewall. Let's do a test.
1) Terminate WebShield and make sure it is not running (in the taskmanager). (what's your OS?)
2) In the Sygate firewall find all traces of WebShield (in the list of applications) and
remove them
3) If you use Windows Firewall as well, turn it off.
4) start WebShield
You should now see a dialog from your firewall that webshield is trying to listen on localhost:12080, or do you not?
You should now see the process ashWebSv.exe in the list of processes in Sygate.
You should now see ashWebSv.exe in TCPVIEW and it shoudl have port 12080 opened.
5) open internet explorer
6) check your proxy server setting, it should be blank
7) enter a URL address
What do you see in internet explorer? Tcpview? Firewall active connections screen?
You can do screenshots if you like.