welcome to the forum.
do you have any other programs that can block avast from be able to turn on the firewall, like a third party firewall like pctools,comodo and so one? if you do you need to uninstall this reboot your PC and then you will be able to activate avast firewall.
what was your previous antivirus and how did you uninstallet it.
have you avast internet security install atm? you can try a repair of avast and see if its one through that control panel> add remove programs> avast remove and then hit the option repair avast does it solve your problem if you do that.
if not write back so we can see if we here on the forum can solve this problem on different ways then.
good luck.
