There actually is no way to make Avast! be the first thing that starts. It obviously can't run until the essential parts of the OS that make it even possible to load have been started.
Ok, maybe I misunderstood. After the computer powers up, after the bios loads, after the OS and its' vital services load, avast should load, unless you have a software firewall that you wish to load before avast, then it would be power, bios, OS+services, firewall, then avast.
Or, for those of us who think the computer starts after we see desktop, avast should load after the desktop.