I wonder if there is a way to maybe put a link into your software, because there is not a lot of people who are going to know how to do this at all.
This is the exception rather than the rule, as this is suggested to overcome a problem on a system. For the greatest majority on newer OSes, win2k, XP, Vista, etc. this is not necessary. So please don't read this as a requirement for all users, it isn't.
If you are using win9.x or win ME (?) then had you checked the avast help file there is a bit about this in the Resident Protection, Web Shield, see image extract.