I assume (but do not know for certain) that Hotmail retrieved via WebDav in OE is scanned for viruses by the Hotmail system. It is unclear to me whether the WebDav stream is, at present, scanned by Avast.
I suspect for Hotmail, I am fairly certain for Yahoo that the mail messages which are accessed by HTTP in their "raw" form from the mail stores by third party programs are still potential sources of viruses. It is therefore important that users of these programs ensure that the POP3 stream is scanned by a reputable antivirus program like Avast before it reaches their mail client.
Typically for these third party programs, access is via a specified port on localhost. It is necessary that users of such programs add the port number to the POP3 box in the "Redirect" tab of the customization screen of the Avast Internet Mail Provider and that they make sure to uncheck the "Ignore local communication" box. This will ensure that Avast becomes involved in the delivery process and scans the incoming POP3 mail stream.