There is no such thing as perfectly safe pages, site hacking is a common means of infection now - See
http://www.scmagazineus.com/Every-36-seconds-a-website-is-infected/article/140414/. Whilst this is an old article, the point is still very relevant and probably more prevalent.
Can you give some examples of the sites you are visiting (see below) -
change the URL from http to hXXp or www to wXw, to break the link and avoid accidental exposure to suspect sites, thanks.
Of course you can access the site is you disable the web shield that is what is alerting and in doing so you could be leaving yourself open to infection.
You could also take a screen shot of the avast web shield alert as that information may help us. Also from the avastUI, Real-Time Shields, Web Shield, click the Show report file and scroll to the bottom of the file that contains the latest chronological alert information.
It could be that there is some sort of browser hijacking going on and that is what is being alerted on. IE8 has been out for some time and is more secure than IE7, especially on Vista where it should run in protected mode, So I would suggest that you get IE8.
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).
Don't worry about reported tracking cookies they are a minor issue and not one of security, allow SAS to deal with them though. - See
http://en.wikipedia.org/wiki/HTTP_cookie.
Also available a portable version of SAS,
http://www.superantispyware.com/portablescanner.html, no installation required.