How does it send and receive its messages
avast doesn't block access, it only checks for viruses.
I could have sworn that the pop-up box was an AV box.
Would you care to share you made no mention of any pop-up boxes in your original post.
Please give a more detailed explanation of the problem, what you are doing, what errors or warnings you receive, etc. it helps us to help you.
Also windows XP's firewall doesn't provide full outbound protection.