Firewall you use

[DavidR]

The Windows Firewall, shouldn't really be called a firewall as it doesn't provide full outbound protection. It is like a firedoor that only protects you from fire from one side.

[szc]

...and all important information from your computer are soooooo free to leave your computer because there is practically nothing to stop it 

[szc]

As we are often discussing about firewalls recently, so I think stop talking and let's look what are we using. 

Besides, I'm using Kerio PF and my SmartAX MT820 ADSL Router has integrated firewall too (I think it means router/hardware firewall)

YLAP, your poll doesn't contain one very important option - Any software firewall along with hardware router/firewall. That's the protection that everyone should have. Especially if you are doing a lot of online banking stuff... One works perfect with another. 

[YLAP]

I'll know it in the future, but now I think it's a bit too late to change something...  My mistake, sorry... 

[Ricky2005]

i use windows firewall when i used za the vrius was let through and the avast web sheild didn't pick it up it was only a test at the website http://www.eicar.org/anti_virus_test_file.htm

[DavidR]

1. Windows firewall or any firewall for that matter will allow user initiated downloads (and that is what you did).

2. Web Shield, if working/enabled will stop it, however if you downloaded it using the https: protocol (which I suspect), then avast! web shield doesn't scan encrypted/secure transmissions, it will only scan http: protocol (port 80).

I suggest you ensure web shield is running and try the test again, using the http: downloads and you will see it works. When you use https: then standard shield should detect it when it gets on to your HDD.