I will deal with the important bit first, yes, you most certainly need the web shield, the proliferation of hacked sites presents a high risk and the web shield is very hot on detecting these and blocking the redirects to sites running malicious scripts.
What is your firewall ?
Does it allow ashWebSv.exe internet access ?
- If it does delete the entry for it and reconnect to the internet and browse, this should force the firewall to ask permission again.