Are you sure that web shield is monitoring http traffic in firefox.
Does the avast 'a' icon rotate when you browse a new page in firefox?
Does the Scanned Count increase (view the on-access provider screen)?
If not firefox isn't monitored, which could be because you have disabled avast's transparent proxy for Web Shield because you were unsure of what choice you should make for avast and Zone Alarm.
http://www.avast.com/eng/webshield_issues.htmlZONE ALARM - AVAST Web Shield compatibility dialogue - Install/Update Question - YES or NO
If you are using ZoneAlarm Free you should click NO, because privacy features are not present in ZoneAlarm Free this will not turn off webshield transparent mode proxy.
Use a text editor and edit the avast4.ini file, the default installation location is C:\Program Files\Alwil Software\Avast4\DATA\avast4.ini (I would advise you copy avast4.ini before editing it, just in case).
Locate the line containing ZoneAlarmCompatibility= and delete that line. Save the edited avast4.ini file.
If you are using ZoneAlarm Pro and Privacy Control in ZoneAlarm is set to High and if you click YES in avast comptability dialog box the transparent mode proxy in webshield will be turned off you have to manually configure browser to access internet. To manually configure your browser watch instructional video
For IE - broadband users: -
Tutorial - Web Shield Proxy Set-up for IEFor IE - dialup users -
Tutorial - Web Shield Proxy Set-up for IE (Dial-up)For Firefox users -
Tutorial - Web Shield Proxy Set-up for Firefox