Who needs it right, you do.
Should your system ever get a hidden/undetected trojan spambot, the first indication of the fact you are sending out spam could well be the Mail Shield intercepting outbound email for scanning. I would go a step further and suggest you set the Sensitivity to High.
What is your email program ?
So you really need to find out why the outbound email isn't working:
There is a possibility it is the firewall blocking, but if you can receive inbound email, then that is less likely to be the problem.
- avast! 5.x: SSL Problems The Mail Shield may not scan some e-mails - see
http://support.avast.com/index.php?_m=knowledgebase&_a=viewarticle&kbarticleid=458.