I have Avast to check files I download. I don't understand the rest of your post. I don't know where to change the setting you suggested.
In order for you to have download managers call your antivirus program scan downloads - then you have to give it the command line address to the scanner C:\Program Files\AVAST Software\Avast\ashQuick.exe. If however you gave it the wrong command - C:\Program Files\AVAST Software\Avast\avastui.exe, then all it would do is open the avast User Interface.
Hopefully that would explain the differences. However if this is opening on boot then I rather doubt that is the problem as you wouldn't be downloading files on boot - or I don't think you would be downloading files.
How do you have avast check files that you download ?
This should happen automatically (without having to do the above) as the web shield should scan files being downloaded.
The file shield scans newly created (saved downloaded files are essentially new) executable or targeted files that represent an immediate risk if run.
So you shouldn't need to take any other measures to scan downloaded files.