When adding the contact form shortcode to a page, the div for the form is nested within a p tag:
<p><div class="wpcf7" id="wpcf7-f1-p2-o1"><form action="/test/sample-page/#wpcf7-f1-p2-o1" method="post" class="wpcf7-form"> ... <div class="wpcf7-response-output wpcf7-display-none"></div></form></div></p>
This does not happen when placing the shortcode in a post, only in a page.
I have the latest version of Contact Form 7, WP 3.1.1, and have a network set up. I added a new site with just CF7 enabled, and still encountered the issue with the standard theme.