2) When i try to telnet do localhost:12080 i get connected, but if i try to write anything i get disconnected istantanely.
This is the problem. WebShield must be able to accept connections and also accept http requests on them. Why is this, I don't know. Please try to download
http://www2.asw.cz/~rypacek/ashwebsv.zip and unzip it into c:\program files\alwil software\avast4\ (or equivalent in your language).
This is the debug version of the software (and will be replaced on reboot during automatic avast's integrity check).
You will be able to overwrite ashWebSv.exe only when WebShield is terminated. When the debug version version of WebShield is started, it will start to create pretty detailed log in c:\program files\alwil software\avast4\data\log\ashwebsv.dbg.
Try to access the internet, then terminate WebShield and send me the debug log. Perhaps we will see more.
Also you can download and run TCPVIEW from sysinternals.com and post here the list of running processes and their open connection. This might also give a clue.