Dear DavidR
I'm totally confused now, sorry!
I am running the newest V4.6.652 without problems, except the nuisance shutdown problem.
BUT: WebShield, I did never configure it with a proxy, didn't know about that. And in fact looking at those screens mentioned in the movies for IE6 and Firefox, the proxy is not set. But looking at the screen WEBSHIELD inside Avast (from taskbar icon one-click) I can see the shield operating, I see the number of checked items (about 5000 after 24h) and I see the internet address of the last checked page, which corresponds nicely with my browsing.
NOW: Is this a automatic setup thing working here, may I disregard the explicit instructions of those movies, or what? I am truly confused. Please advise me, and maybe others too... thanks a lot, Hanspeter