It doesn't allow it because it is classed as adware and avast isn't alone in that view. Personally there must be other toolbars that do what you wish without being classed adware.
To first download it you may need to pause the web shield provider if that is what is alerting (abort connection).
You can (If you are hell bent on installing it) add it to the exclusions lists:
Standard Shield, Customize, Advanced, Add and
Program Settings, Exclusions