More detail is better than less.
Is this an upgrade from a previous version, a new install, or were you running fine and suddenly this problem started? If a new install or upgrade, have you rebooted since that install/upgrade? (I found that Avast! doesn't necessarily ask for a reboot after an install, but that is recommended.) If the problem just started out of the blue, have you tried a reboot to see if that had cleared the problem?
Have you tried going through Control Panel -> uninstall a program (some of the steps to here may differ depending on the version of Windows) -> right+click on Avast, "change/uninstall" -> select "repair" and let it do its thing, and then reboot?
Which specific Avast! product (free, Internet Security, etc.) and program version (e.g., 2014.9.0.2016) are you running? Which specific shield(s) do you have to disable to get it to work?
What specific operating system?
What software firewall(s) are you running? (If you are using an Avast! product with a built-in firewall, it is generally recommended that you use that one instead of the Windows firewall.)
What other antivirus software did you have before Avast!, and did you do that vendor's cleanup as well as uninstall before installing Avast!? (Believe it or not, when I uninstalled my previous antivirus product, there were two vendor-supplied cleanup programs to run after running that antivirus uninstall routine, and one of them required me to be running Windows in safe mode.)