blocked...then why allowed to drop the file?

In reference to here http://forum.avast.com/index.php?topic=99727.0

i was wondering because the piece of malicious html file was downloaded even after web shield blocking the link…why should web shield allow this to happen? more ever file system shield didnt pick up the dropped file…why is this lack happening? this is dissapointing… :-\ why does the file get downloaded even when web shield had it blocked…i accessed the sites via all my PC’s and the file containin html script inf got dropped in temp even after web shield blocking it…any ideas?

The obfuscated code translated to a known PHISH: http://zulu.zscaler.com/submission/show/de68cdee3abaa6544832279e48fbfcfc-1339848759
I get a 400 Bad Request there… For the main site, bad web rep: http://www.mywot.com/en/scorecard/cdn.dsultra.com?utm_source=addon&utm_content=popup-donuts (all sort of issues)

polonus