I wouldn't expect you would find anything as the purpose of the web shield is to intercept it before it gets on to your system, hence the Abort Connection only option.
What was the web site ?
Change the http to hXXp in the URL so the link isn't active avoiding accidental exposure. Commonly this is because the web site you were visiting has been hacked.
Check the avast! Log Viewer (right click the avast 'a' icon), Warning section, this contains information on all avast detections. C:\Program Files\Alwil Software\Avast4\ashLogV.exe