1. any file detected by avast and sent to the chest would be in the Infected Files section.
2. When you add a file to the User Files section, on clicking add you get a windows explorer style window, it just happens to open in the avast4 folder. Navigate in the same way you would using explorer to the folder that the file you want to add to the chest is located, select the file and click OK, etc. that adds it to the User Files section.
3. Periodically scan your system with the other anti-spyware applications (weekly, fortnightly, etc.) I do a weekly system maintenance and that is when I do on-demand scans with avast, SAS and MBAM. Prior to doing any scan ensure you update those programs.
I wouldn't give the time of day to AdAware it has really gone downhill from its prime, Spybot S&D I feel is not as good as SAS or MBAM but much better than AdAware. However I believe you can get too much of a good thing and you would spend all your time keeping your security applications up to date and running scans to get any browsing done

You will see what is in my signature, avast, SAS (Pro paid), MBAM and for me that is enough.
That's me for the night, 2:30a.m. here.