Hi,
I'm making two assumptions here (and of course feel free to correct me if I'm wrong).
Firstly, are you using a fairly recent, hopefully the latest, version of avast? The program itself, that is, not the database (although hopefully that's up to date too). P2P was a relative recent addition to the on-access providers.
And are you looking at "On-Access Protection Control", which is where you'll find P2P and its setup options?
If it's not listed there, then update your program if necessary.
Or if it's already up to date, then go to Control Panel, Add/Remove Programs, and click on avast. There's a choice to change setup, and you may find that the P2P provider isn't ticked, which it should be by default.
Hopefully this'll get you going properly -- if not, just give a yell and we'll see what else we can suggest.
Best,
Mike