Avast have 7 real time shields. When ever you got a trojan during surfing, you will get alerts from Web Shield. It has two settings
It may automatically abort that malicious connection or ask you about this.
Whenever Avast detects a threat in local drive or removable drive, you get alarts from File System Shield. It gives you options like No Action/Repair/Move to chest/Delete, or you may set it to do a predefined decision.
Again if Avast detects Threat in Email Client/P2P Cient/Instant Messenger, it will show similar alerts like File System Shield due to Mail Shield, P2P Shield and IM Shield respectively. So, there is no way you can customize Web Shield like those others. This is because Avast detects threats in those cases because they were already present and in this case it is ABOUT to be downloaded.