cvsa thanks for changing your subject (solved) - I wish this would become the usual practice, it makes things so much more comprehensible.
anyway, if you want to use your ISP provider's proxy server together with avast's webshield, you can setup your original proxy to the avast4.ini
[WebScanner]
UpstreamProxyHost=proxy.your-isp.net
UpstreamProxyPort=8080
(replace the real values)
Note for WinNT/XP users: this option is available only in direct proxy mode - when no proxy is set in the browser and avast is used transparently by redirecting port 80, upstream proxy does not work.
Cheers, Lukas.