That isn't something that I'm aware avast can do, it merely scans files and if found to be infected will alert you but not strip file extension.
What Operating System are you using ?
What program were you using to download the files ?
What other security based software do you have that might block have an effect e.g. Spybot S&D (TeaTimer), AdAware (AdWatch), SpySweeper, PrevX, WinPatrol, ProcessGuard, etc. ?
What is your firewall ?