First of all - are you sure that it won't shut down because of that error? That message is about the same importance as "archive corrupted", for example... certainly not a reason for interrupting the scan (or subsequent actions).
As for the files - well, I think that your files simple are marked as offline (even though they're not). It's a special file attribute that says that the file is stored on a remote storage - and trying to access that file may take a lot of time. Therefore, it's recommended (by Microsoft) not to scan them.
You can put the line
into the [Scanner] section of avast5.ini (in c:\Users\All Users\Alwil Software\Avast5)
- and the files will be scanned, regardless of their attributes.