The only thing to ensure that if you have an existing anti-virus, download and save avast to your HDD so you can find it later, disconnect from the internet. Uninstall your existing AV, reboot and install avast.
The default settings in avast should be fine giving a good balance between performance and protection until you get to know a little more about avast.
What is your OS ?
Tell us a little about your system, what other security based software do you have, e.g. Spybot S&D (TeaTimer), AdAware (AdWatch), SpySweeper, PrevX, WinPatrol, ProcessGuard, etc. ?