There is no such problem with Firefox 3.0.1 and the web shield enabled.
It appears that you problem might be you are accessing a web page directly and not via the home page as this site appears to use frames, see image 1. As your URL in the address field differs from my image 1.
I have gone to the home page link you gave and clicked the HUSORDENSREGLER link on the left and no problem.
I have even tried directly accessing the page
http://www.badebakken.com/Husordensregler.html and no problem, image 2, not the URL in the address matches yours...
So I don't know what the problem is but if it were the web shield surely it would effect me also. What version of FF are you using ?