Everytime I come to Avast! forums, I get a privacy alert about yahoo.com wanting to set a cookie...I, of course, refuse... does this happen to anyone else?
Gosh, this is different trying to remember the time zones! so I will check tomorrow for answers 
CoJo
Imposible! avast! has nothing to do with yahoo cookies.
What do you have at startup itens? These applications work on it:
I use and recommend Startup Delayer and Startup Control Panel. See there is you have anything related to yahoo... You can see links for download
here at the section
Startup Control Tools.
I recommend either that you scan your system against ad-awares: at the same link above, see section Ad-aware and Trojans Tools. Try SpyBot and Ad-aware from Lavasoft.
Maybe, as you said, your troubles are in the IE Zones and Privacy settings.
If you want to logon automatically into avast! forums, try
Autoform