To solve your Help problem - see
this thread, please.
Some applications use password-protected zip files to store their private data (e.g. Norton CleanSweep, some spyware-removal tools, ...). avast! cannot scan these files - because it doesn't know the password (and you probably don't know either

- so an appropriate message is generated.
Generally, it is unlikely that a virus would reside in a password protected zip. Without additional information, it's not possible to say more.
If you have avast! Home version, you can't change the scanning options for the Explorer extension (at least not anyhow "nicely"). If you have Pro version, you can edit the corresponding task (Explorer Extension) in the Enhanced User Interface (you have to have the option "Display special tasks" checked).
I can't say anything about your e-mail problem... that's a subject for Vojtech, I guess.