It sounds like you chose the "always run in sandbox" option from the right-click menu?
That makes a padlock appear next to the desktop icon.
If so, it should be sandboxed from the desktop every time you run it normally.
You can check if it is working by running it from desktop, then check under Real Time Shields>> Process Virtualization in Avast!'s UI. Anything currently virtualized should be on the list shown in that sub-section.