One or more of your antivirus/firewall/ad-filtering programs may be preventing access to those commercial sites. Links in shopping directories and search engine ads are often associated with companies or datacenters that practice offensive marketing: popups, spam, etc. The result is that they often find their way onto block lists used by filtering systems.
The problem is likely a feature you need to disable. What protection software are you using besides McAfee?
I'd tell you to turn off all your firewalls & filters and try the problem links but that DMZ means McAfee is your last line of defense. How about using specific port forwarding and lose the DMZ like the other guys suggested?
If nothing else I'd be compiling a list of the links that aren't working. Then try various protocols to those locations and log the results.
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