@ DavidR: Avast --> Options --> Active Protection --> Web Shield --> Customize -->
Block malware URLs.
In the Help via the question mark in top right it says about this function:
Block malware URLs - Block websites based on a database of known malware URLs.
I'm not even looking at site blocking. That's not what I'm talking about.
So, even though I uncheck 'block malware URLs', Avast still blocks malware URLs. Rendering that checkbox moot.
@ Eddy: Setting to 'Ask' will have the whole of Web Shield ask what to do if it detects something, not specifically only the malware URL blocking part of Web Shield, right? If so, again, that is not what I'm after. I want to have Web Shield enabled, actively scanning my browsing, but allow me to proceed to access a site known to be of higher risk, at my own discretion. I don't consider phishing much of a risk to myself. I would however like the benefit of the script checking and such. So adding an exclusion for the whole of Web Shield is not preferred. And this isn't even adding an exclusion, but instead changing global behaviour. I don't want Web Shield asking me what to do for all browsing all the time.
Also, if the warning that pops up would tell me what malware is found, this would be helpful. I'm less inclined to proceed if a malicious script is trying to run, but less concerned if the site just contains a fake login or something of that ilk. The generic 'URL:Mal' warning doesn't give me enough detailed information about what exactly is wrong with the site I'm trying to visit.