What do you mean it doesn't work ?
By selecting 'Scan traffic of well-known browser processes only' it is going to be scanning less not more. If you have any internet connections using HTTP ports and Protocol avast would scan that no matter if it is a well known browser or not. If you select the 'Scan traffic of well-known browser processes only' any traffic that isn't from a well-known browser process, won't be redirected through the web shield proxy and that should allow the win7 firewall (if you have outbound scanning enabled) to apply any rules you have set for specific programs.
What exactly are you trying to do ?
Ok i was trying to block ie, just for a test, and it's not working, for firefox is working, i was testing that to see if in future a want to block a program with windows firewall will work