I suspect it could be related if XanaNews Newsreader isn't using NNTP protocol over the NNTP port 119, which the Mail Shield (for nntp port) would expect. I guess that could possibly cause a socket error if it is unable to connect.
Though the option to ignore the port used for XanaNews Newsreader is a better option than not scanning the NNTP port at all and totally better than the support suggestion to disable avast (rather than the mail shield or just nntp scanning).