I don't know how to answer your question exactly. But this is how WebShield works:
Web > Web Shield > Browser > Standard Shield
All data is first checked and then passed to the browser, and if the data is cached it can be also checked by Standard Shield.
So there is much smaller chance of getting infected by some exploit if the data is scanned before it actually hits the browser itself. In other words, the idea of the web shield is to scan the http stream, to detect any possible virus infection before it has time to get established on the local disk.