Sometimes, losing settings could be solved this way:
Change them and let avast! as you want.
Exit and shutdown all avast! providers (the last option in the system tray menu).
Boot

Which is your Windows? 98, Me, XP?
Do you use any other antivirus in your computer?
Can you try to repair your installation?
Go to Control Panel > Add/Remove programs > avast! antivirus > Remove. Then choose Repair function in the popup window (Repair). You must be connected to the internet while repairing.