I've changed the setting from Auto Detect (Use Internet Explorer Settings) to Direct Connection and then tried to the update. It seems to be able to update by downloading its files but then Connection Terminated, Retry and then it will download some files and then the same Connection Terminated, Retrying starts all over again. The Overall Progress does not seem to progress in its bar at all. Everytime when there is a Connection Terminated, Retrying, the progress bar goes back to starting point.
Is this the norm when doing an Avast Update or is something not set properly?
By the way, after setting the direct connection, the Avast Icon now is showing: Your System is Secured.