Some times Zone Alarm (that is a firewall) forgets some settings.
You need to check the allowed Programs section in ZA and ensure avast.setup is allowed. Sorry I can't be more helpful, I don't use ZA.
You can try a manual update, right click on the avast icon and select Updating, iAVS Update or Program. This should initiate an update check and ZA should ask for permission if it is not an authorised program.