I have ADSL and I have my internet connection set to not always online so it only checks when I'm online
No, the scheme is the following: avast checks if there is an available connection each 40 seconds. If there isn't, wait more 40 seconds to check.
If there is a connection, check for an update. If there is not any new file to download, wait 4 hours to start checking again. If there is an available update, start it and install it. Again, wait 4 hours to check the next time.
So, even if you check 'your not permanented connected', avast! will check for an update.
If you don't want to update, set it to manual.
and even after it can't connect. I'll check the firewall cause recently I had to unninstall it because it waas hanging the internet connection.
Do you mean you don't have a firewall now?
Is avast.setup allowed to connect into Windows XP SP2 firewall?