The point of the Web & Network Shields is to prevent the malware getting on to your system, when malware is detected by the web shield it aborts the connection, dropping that element so it doesn't get into your browser cache and possibly be run.
The network shield works even earlier and is checking the sites you wish to visit against its known malicious sites list or if there is a link in a web page you are browsing that points to a site on its known malicious sites list. If that happens the network shield clocks access to that domain.
Short answer avast should have blocked it from getting on to your system.
