The mail protection wizard is only required for win9x, winME, so if you have win2k, winXP, vista then you don't require it.
You shouldn't have to start avast manually it starts automatically on boot. I suspect you are clicking the avast icon on the desktop and this is a means of launching the on-access scan, preceded by memory scan.
When avast is scanning email, an icon is displayed on the system tray and the avast icon rotates.
What Operating System are you using ?
Is there an avast icon in the system tray, bottom right of the screen ?
What avast! processes are running in Task Manager, they beginewith ash or asw ?