I had a similar problem when I upgraded to Internet Security today after the free trial. I could only connect to the internet after I disabled Web Shield completely. Unchecking individual components within the Expert settings did not work. Also, the Firewall could not start regardless of whether Web Shield was disabled or not.
I managed to resolve both problems using "Uninstall or Change a Program" in Control Panel (Win 7) using the "Change" feature. I didn't make any modification to the check boxes, just clicked "Next". When it had finished, it was all good.
Hope this helps...