Hijackthis has a flaw in reporting this in avast, it says mine are missing too, I can assure you that they are there and working (check in explorer, the path to the supposed missing files), otherwise ashMaiSv.exe and ashWebSv.exe couldn't run, so no email or web shield.
It shows that your firewall is not effectively monitoring the localhost proxy, used by web shield, so as far as it is concerned it only sees web shield and not the browsers or anything else using the http port and going through web shield's localhost proxy.
At a guess you are using Sygate firewall? If so you need to look at the threads about sygate and avast on how to set things up as a work around to this sygate flaw.
