It's not "normal", but it is fairly common. The problem is that these two shields (Web and Mail) are implemented by means of a system service (each of the shields has a custom service). Now, the start of services is somehow synchronized (when a service is starting, no other services can start at the same time) - this is implemented by means of so-called "service manager lock".
On some systems, some services start slowly, which delays the start of the avast shield services.
You can usually tell which service is taking so long by looking at the Services applet, sorting by Status, and watching which service has the "Starting" state (there should only be one such service at a time).
FYI ff you're using Vista or W7, the Services applet is integrated directly into the Task Manager (Services tab).
Thanks
Vlk
