Well up to a point that is strange as it means something on your system was trying to get out to a malicious site, see below. The network shield also intercepts any attempt to access the DNS a first step to getting the IP for the malicious site, so the network shield can intercept even before it gets on-line.
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It would be worthwhile running dome other scans, to see if there is an undetected or hidden element trying to connect to download malware.
If you haven't already got this software (freeware), download, install, update and run it and report the findings (it should product a log file).