The Program should be set to Ask and VPS to Automatic, that is the defaults.
What is your firewall ?
Do you use a proxy to connect to the internet ?
If not:
From the avast Program Settings (right click the avast 'a' icon), Update (Connections), set the connection method according to how you connect; then click the Proxy button and set to Direct connection (no proxy), see image, click to enlarge.