When you first install Windows Vista you will probably notice rather quickly, just how 'secure' things are. Add to this, when I installed the AVAST Antivirus, which I highly recommend by the way, as it does a wonderful job--for free! Actually that was the reason for this post, was the fact that it does a job so well that you actually have to adjust/turn off the web shield as it just simply doesn't like what Vista is doing to it. From what I can gather, it may also have something to do with how the built in Windows Defender works (which I have disabled just in case-not to mention I think Windows should steer clear of their attempts at spyware prevention and stick to building a solid operating system).
For those of you finding your web pages loading rather slowly may also want to try turning this feature off in the "on-access protection control", although I have not noticed much of a difference within XP when this is turned off but then again there is no windows defender on this XP machine.