If you set it to Ask, it will alert you a supicious behavior is detected, with the ability to take actions accordingly.
As I already said in one of the other threads:
The Behavior Shield works only in "passive mode", which means that the new sensors will be active but won't be stopping the attacks, just reporting them to our backend infrastructure (unless you have opted out from the avast! community membership). This is to allow us to collect enough data before enabling the protective layers in Q1 2011.
Thanks
Vlk