Hi, welcome to the forums.
If you have changed OS then you need to uninstall avast, reboot, install avast again and reboot (there are major differences between win98 and XP).
Also, the mail protection wizard isn't in start-control panel-programs-avast.
It won't be XP doesn't require it, this is one of the differences between win98 and XP. This is in the avast help file, I suggest you spend a little time browsing it to get the best out of avast.