There are times I have to disable web shield and script shield because url pages with intensive graphics and large jpg’s imbedded in them will not render and I get blank time out displays.
I have a pretty fast broadband connection. Is there any way around this?
I don’t find that a problem with firefox and web shield (not using script shied {home version}), do you have a URL we can try ?
What browser are you using, have you tried others ?
What is the sensitivity in Web Shield, you could try lowering it ?
What do these timeouts look like and what initiates them ?
It could be the web page design, if images aren’t given place holders (a size the image will occupy), then the page loading is considerably slowed as it has to load the image before text, etc.
I always have Web Shield on (set to normal) and have had no slow down problems loading various types of webpages with IE. 
Maybe it is as David suggested in his last paragraph above. Also, the info he asks for would be helpful.
If you can give us a URL you are having this problem with, we will try it ourselves.