Please open your favorite firewall application and navigate to the settings menu and locate Exceptions list. Access that list and input the website you want to be excluded from filtering (if you know it is ok and does not contain any malware at all). You should add it using this form:
http://*website.com*
Because the website might have subdomains which could get caught by your firewall, I have added asterisk marks so the firewall should know what to exclude from filtering.