Edit avast4.ini, find the section [MailScanner], add (or edit) the line IgnoreProcess.
E.g.:
[MailScanner]
IgnoreProcess=mybad.app,ccPxySvc.exe
or
[MailScanner]
IgnoreProcess=ccPxySvc.exe
I will include this redirector proxy from Norton to the groups of recognized norton processes and with next VPS update it should be recognized and ignored automatically.
This is a typical situation where the ignored process option is really usefull. From the error message you can see, that we have seen the msimn.exe (aka Outlook Express) first and already scanned the message, but next, 19 times the ccPxySvc.exe redirected the outgoing connection to itself and again and again....