Your topic subject says Outlook Express, but you go on to mention Outlook (which is different), however, if you mean OE, then the icon should rotate when scanning email. So if it isn't rotating it isn't scanning anything.
What avast version are you using 4.8 or 5.0 (5.0 at a guess) ?
I use OE and it rotates when scanning email, you shouldn't have to start the Mail Shield it should work automatically with OE, so there appears to be something wrong with your installation.
Try a repair of avast. Add Remove programs, select 'avast! Anti-Virus,' click the Change/Remove button and scroll down to Repair, click next and follow. This has in the past resolved this out of sync issue between reported and actual virus definitions version.
It is a bit pointless referring to a previous post, this if related should be in that topic as people aren't likely to flip flop between topics to gather information, it makes it harder to keep track.