We have performed parallel measurements of dc-magnetization and ac-magnetic susceptibility for a ferromagnetic superconductor, UGe2, in the ferromagnetic-superconducting phase. dc-magnetization measurements revealed that adequate demagnetizing of the sample allows for the preparation of various magnetized states with different zero-field residual magnetization. We observed that these states exhibit varying ac superconducting response at large ac-field amplitudes. The amount of ac flux penetration is less in the demagnetized state involving many domain walls. This result seems to contradict the theory that considers the domain walls as weak links. Moreover, the ferromagnetic domain walls enforce the shielding capability of superconductivity. This observation sheds light on the role of the domain walls on superconductivity, which has been a controversial issue for several decades. Two possible scenarios are presented to explain the enhancement of the shielding capability by the domain walls.