A quick note beforehand: I've also had this happen in Leopard on my old iBook G4.
Just got my lady a new Macbook, and we have an intermittent problem with the firewall. There's almost nothing installed on the laptop, it's about 4 days old.
The whole thing has been working fine so far but it just now decided to block any and all websites - nothing loads at all. I recognised this problem from my own laptop a few months ago (running Leopard). We disabled the firewall - all browsing suddenly worked again, and we've just now re-enabled it. It appears to be working fine again now.
Has anyone had this happen before, or know what's causing it? I can't seem to turn up anything, anywhere. Google has failed me!