Since I don't use OP 2009 I can't tell what the OP Web Control does,
I'm sticking to OP 4.0 as OP 2008 has a flaw in that it insists that the Network Shield be disabled, (you actually need to uninstall network shield), there is meant to be a fix in a later build of OP 2008 (I don't know if that has been fixed yet). However, there is no issue with the web shield in OP 2008, so I don't know if OP 2009 has introduced anything different in its Web Control.
I'm assuming it didn't raise any objections when you installed OP 2009 to either the network shield or the web shield ?