fantasy,
You have too much going on at one time. Let's try to simplify things a bit.
First, Did you have Sygate installed when the "red" boxes first started coming up? or did you put the firewall in afterwards?
Second, uninstall the game for now.
Third, Go into Sygate and set any instance of Avast to "Ask". When Avast asks the system for access, then check YES. Sygate has been known to "forget" the authorization settings.
Lastly, what version of Avast do you have....It should be 4.5.523 with the VPS 447-0