vShield will work with VLANs. As far as the configuration, if you are installing in a legacy vSwitch using the automated install (see Quick Start Guide) there is no additional configuration required. The automated install will apply the required configuration for the vShield to work with VLANs.
If you are doing a manual install/installing on vDS, all you have to do is configure the Unprotected and Protected port groups in VLAN trunking mode and select the VLAN range. Instructions for this can be located in page 33 and 34 of the Administration Guide (step 4 of the 'Create the Un/Protected dvPort Group" section)
http://www.vmware.com/support/pubs/vsz_pubs.html
