hi kenohrn, SirMatthew,
As far as I know, Avast! email protection will work only if a third-party email client is installed and used on your systems. If you use Microsoft Outlook or Thunderbird or other installed, then these programs also provide spam protection.
You also have to set this protection of the email client within Avast! itself to provide the additional protection from Avast!.
Web-based email (email in your web browser) does not cause Avast! to run the email shield at all, as the virus protection is provided by the email vendor, and differs to the a/v used for automatic scanning by each major web email site. So, web email is never scanned by Avast! unless the attached file is downloaded onto your system.
What, if any, email clients do each of you use?
In any case, getting an unsolicited email from Internal Revenue, UPS, FedEx, etc., is always grounds for suspicion here. Not uncommon way to get the unwary to click that link within the email and **poof!** you are now infected.