Hi Ilker,
Avast Firewall is not a standalone product. It works in the team with antivirus and other shields. Yet, you are right, other shields can be turned off. Lets analyze the test then.
This is how I see it: you (the tester) deliberately downloaded some program from the Internet. Antivirus shields are off, so we must assume this is not a virus, also we can see that the user has downloaded the application by clicking on the link, it was not a browser hijack, exploit, drive-by-downlaod, etc., and then the user executed the downloaded program. Since it is not a virus and the firewall is configured not to ask, I assume it is pretty correct to let the program start and configure the rules for it. Next time, if the user is not satisfied, he can can modify the rules and limit the network access for this specific new software he has just downloaded, if wants.
If the user wants to be in control for every newly started program, there is an option to switch the firewall to the "ASK" mode, which might make sense after some time, when most of the frequently used programs are already configured and the potential hassle of being asked to much is smaller.
Lukas.