Alright guys, now I know where the problem is. I have ad muncher ad blocker installed, shut it down and then ws works
I'm using ad muncher via proxy, took proxy off but ws wont work. Have to shut down whole ad muncher and then avast ws works.. And I don't see any options etc. how to make ad muncher and avast ws works together. Any suggestions ? 
I'm bunging my head on my desk...

Since you wrote you were not novice, I thought you had at least a way to monitor your traffics, which is my excuse. For your Win7 system, please follow the steps given by spg SCOTT. The exact name of AdMuncher executable is AdMunch.exe, which makes the line is "OptinProcess=AdMunch.exe" (Without "", of course).
I presume your wife's computer has AdMuncher, too.

Scott's instruction is for Win7/Vista. In XP system, you'll find WebShield.ini file under C:\Documents and Settings\All Users\Application Data\Alwil Software\Avast5\webshield.ini. The other things should be the same. Means, Open webshield.ini with NotePad and under [WebScanner], put the line "OptinProcess=AdMunch.exe" (Without "", of course) and save. You need to reboot (Stop and Start) WebShield to make the command work.