I had the same thing last night with the Parental Controls overlay, also for the first time. The site I was trying to get to was The Register! Frustratingly, clicking the options to ignore it didn't actually bring up the selected link (on The Register). Instead, I got stuck with an error.
The Parental Controls thing happened just after something else. I rebooted my PC. Following the restart, I got errors from the router telling me that it couldn't connect. I tried a couple of sites but it was adament. I then logged on to the router and all looked well. It worked fine after that. I don't know if it just cleared itself or if it was a result of logging on.