If the client is supported,Avast! automatically detects where to scan for incoming/sent files. If not specifically supported,than it will be cought when recieving of infected file is completed and Avast! checks it than. Standard Shield always keeps an eye on all the files on disk,these specificall providers are the same,but they do more thorough scan on files regardless of file extension.
For example P2P Shield catches virus in partial file (Kazaa),Standard Shield catches it when file is completely downloaded (EXE Self-Extract archive for example).