Welcome!
Is there a special way to setup avast or foxmail ?
Hotmail/Yahoo is not a pop3 email service (unless you pay for pop service), it is web based (so the Internet Mail provider doesn't directly protect it). Web based email is simply your email being viewed in the same way you browser the internet. The pages (that display your email) are downloaded into your Temporary Internet folder, just like regular web pages and displayed on your browser screen.
The Standard Shield will scan your files (as they are downloaded into your Temporary Internet folder) when sensitivity is set to High. You can round this 'problem' using 3rd party applications to download the Hotmail messages through the pop3 server (PopHotmail, for instance).
Can you check your avast4.ini file against the explanations on 'Settings' in my signature?
See section [MailScanner], problably values:
PopListen=127.0.0.1:110
AutoSetProtection=1
AutoRedirect=1
Can you try?