- your firewall does not allow the program "avast*.setup" to access the Internet; you can find details in help or read the FAQ section on avast! website.
- your HTTP proxy settings are incorrect.
Well have you checked the settings menioned ?
- try setting your Firewall to Ask-/Learning-Mode, reboot, and try again
- try a repair of avast: ControlPanel->Software-> Avast -> Uninstall-> repair
- post a hijackthis-Log for diagnosis here, if the above doesn't work:
Info in the "VirusRemoval"-link below