As soon as you get the webshield warning, go to your temp directory, in _avast4_ subdir you'll find the temporary files. You can copy them elsewhere and then let webshield to delete them from the temp. One of the tempfiles would be that problematic page.
I tried what you suggested, even had the _avast_ sub directory open waiting, tried to logon and got the alert, left the alert window open and no unp files appear on the alert by avast, even refreshed folder but no files in that location.
Clicked the Abort connection to close the alert window and no unp files found, did a search for unp*.tmp and found two (unrelated to this, ashMaiSv.exe created these), both in the windows\temp\_avast4_ folder so it isn't using the folder avast created in C:\Documents and Settings\UserName\Local Settings\Temp\_avast4_
So I'm out, can't capture even the unp files.
Edit, OK tried again and managed to capture the unp file, will send it for analysis as a possible FP.