Thanks dschinn1001.

What I was refering is that PCLinuxOS is a 'Rolling Release'. For example we don't get a Major release, like 'buntu's.
It's evolving constantly, although there are Major releases with pclos, if you install it long after the release you'll have heaps of updates. I think I installed mid 2011, and I just update new packages out of Synaptic. We are a bit spoilt.

Packages are built specifically for the distro.
Installing programs outside of the repos is not encouraged, but of course when advanced enough you can, but need to be aware of interaction with other programs, and the installed kernel.
It's to provide stability, you can always put in a request to have a program packaged and put into the repos.
If Avast4Linux was to fail, it could possibly destroy my istallation of PCLinuxOS, as it's not packaged for pclos, but as you say:
"...It happens now and then, that download-center of avast is down, because of too many connections."