@ Quronos
Windows XP's firewall is almost worse than useless (but better than no firewall), it lulls you into a false sense of protection, it doesn't provide outbound protection. So anything that penetrates your defenses can connect to the internet and transfer data (sensitive or otherwise) or download more of the same.
Whilst the windows XP firewall is usually good at keeping your ports stealthed (hidden) it provides no outbound protection and you should consider a third party firewall. Zone Alarm free works well with avast and has a reasonably friendly user interface. There are other free firewalls such as Kerio a google search for free firewall should return more info, etc.
Have you tried the avast repair yet?
@ kuyajoy
Unless your error is identical to Quronos, the bit about 'downloading (from 0)' and you are using windows XP firewall, you may well have other issues also as the Add Remove Programs window shouldn't dissappear when you click Change/Remove. Rather it should show other options or in the case of other program (unlike avast), it should confirm you want to uninstall.
So it would appear there is something wrong with windows, I have no idea if this is virus related, but it isn't something I have come across before.