If you don't know what your firewall is, then it is likely that it is the windows firewall that came with your Operating System (OS). This is disabled by default in Vista, so it shouldn't be blocking anything.
If you open the Control Panel, Security Center (winXP and possibly Vista also) and that should tell you what your firewall is.
Well an auto update would be for the virus signatures and as such isn't changing any avast processes like the avastSvc.exe file, so even if you have a 3rd party firewall installed it shouldn't see the file as having changed and block.