Save Site Blocking URL's:
As far as I'm aware there is no export settings. However, I believe this would be included in the webshield.ini file as that shield is the one that actually implements the block.
Using notepad (only text editor allowed to open with write permission) open the C:\Documents and Settings\All Users\Application Data\AVAST Software\Avast\WebShield.ini (XP) or C:\ProgramData\AVAST Software\Avast\WebShield.ini (Vista, Win7)
So you could save that file or at least the entries to modify an existing webshield.ini file using notepad, of course the web shield would have to be stopped as the file would be in use. You may also have to run notepad as administrator or the UAC would have a whinge. When trying to save the changes the avast self-defence module would seek confirmation of the modification, answer Yes.