Does your ISP require you to use a proxy ?
What is the one web page you can access ?
Probably and https page (secure encrypted), which the web shield doesn't monitor, so you should be able to access all https pages.
If so it is entirely possible that it is your firewall blocking avast's web shield. However, having messed with the proxy settings you would have to set them back to the defaults if as others have mentioned you are using win2k, XP, Vista as you don't need to manually set them up.
What is your firewall ?
Does it allow ashWebSv.exe internet access ?
- If it does delete the entry for it and reconnect to the internet, this will force the firewall to ask permission again.