These are two different rules that use the same word, in the same way Spell Resistance and Fire Resistance have nothing to do with each other.
Golems:
Rules as Written, golem immunity just works as perfect Spell Resistance for anything that allows it.
That means most effects that are already cast work fine against it, but new spells (except conjuration) tend not to. Similarly, they don't ignore the enchantments on weapons or armor. You can double check the individual spell entries, though.
Now, personally, I think a sufficiently powerful golem battering down a wall of force would just be too awesome not to allow. But that's the Rule of Cool, nothing in the book.
It's not quite 3.5, but the
Colossi in Pathfinder's Bestiary 4 have a Selective Antimagic Field that works about the way golems under the opposite ruling would. It's pretty sweet... as long as your players don't use too many buffs. So if you want it to work this way, that's a good way to word it.
Fire:
As for the fire question, the actual spell fire shield won't do anything to someone immune to fire, but that's because it just does damage. All fire immunity does is let you ignore all damage typed "fire." It's infinite fire resistance, basically.
An actual shield made of fire that somehow provides a shield bonus, you'd have to provide a ruling. I'd definitely rule it on a case-by-case basis because it depends on how the shield is made.
If the shield is just made out of roughly normal fire, it probably shouldn't provide a shield bonus, because things like arrows and swords will go right through it. A fire so hot it'll melt steel and vaporize wood I'd probably let someone immune to fire reach through, along with sufficiently enchanted weapons and adamantine. If it's made out of some sort of crystallized fire with physical form, I'd have it effect those immune to fire normally.
Cheers!
Kinak