If you check the P2P Shield, Customize button you will see the list of supported p2p applications and Frostwire isn't on there, that is why the content isn't scanned. If Frostwire has an option to scan downloaded files, this is the path to scan them on completion C:\Program Files\Alwil Software\Avast4\ashQuick.exe, this would save you having to do a context menu scan.
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P.S. Your English is fine.