I have to reactivate this thread, as i have a similar problem. I'm using Avast 4.6.623 on WinXP (SP2), Outpost 2.5 and Proxomitron as Proxy.
When using Maxthon (IE engine), webshield works fine without any modifications to the default settings of Avast Webshield and Proxomitron. But using Firefox (1.0.2) doesn't make Webshield to scan the traffic. If i set Firefox to direct internet access without Proxomitron, it works. But using Proxomitron only works for IE, not for Firefox. I tried to set localhost:12080 as proxy in Proxomitron, but that didn't change anything.
I even disabled Outpost (terminated it, to be more precise), but still the same problem.. It seems that traffic from Firefox is not scanned by Webshield when it goes through Proxomitron.
I'm quite sure that earlier versions of Avast didn't have this problem, but i can't say which was the last version that worked.
Any suggestions?