It is virtually negligible and I'm on dial-up and see no real impact at all.
So I would say you have something else going on there than simply avast's web shield.
Many on broadband have posted their test results and in a few cases there is an increase (which seems very strange) but for the majority there is no appreciable difference.
With the lates slew of web sites being hacked you only need look through the viruses and worms forum to see just how effective the web shield is in combating this threat.
I would suggest that you run the AVG8 Remover to ensure all possible remnants are gone, download the tool from here,
http://www.grisoft.com/ww.download-tools there is a 32bit and 64 bit windows version, ensure you use the correct one.
What is your OS ?
What version of ZA free or Pro ?