Depends on your OS:
C:\Documents and Settings\All Users\Application Data\AVAST Software\Avast\report\WebShield.txt - Win XP
C:\ProgramData\AVAST Software\Avast\report\WebShield.txt - Vista, Win7 and later - this folder ProgramData is most likely hidden and protected. You would need to set the Windows Explorer > Tools > Folder Options - to show hidden files and folders.