The WebShield is an avast! resident provider and it is not just the corresponding service. If you have WebShield running and stop the "avast! Web Scanner" service, you disable the scanning of the http traffic, but you don't turn the provider into "stopped" state (rather "waiting for a subsystem to start"). Similarly, if WebShield is stopped, you cannot start it just by starting the "avast! Web Scanner" service.
Are you working with the Windows Service management control?
Is there any other antivirus or security program that could be interfering?