Take a good look in here... I posted screenshot of application rules in my firewall. I'm using Sygate 5.6, but that's not the point. The point is, no matter which firewall you are using, you have to give ashMaiSv.exe asaccess in your firewall. Take a good look and you'll notive that ashMaiSv.exe is ALLOWED to access the internet on my PC.
Just for the fun of it, leave your mail scanner running, without terminating internet mail provider in avast! On-Access Scanner, and completely turn of your firewall (ZoneAlarm). Now, open your Outlook Express and send some mail with attachment to yourself. That way you can see is it going out and is it going to come back, in other words, you'll see is your outgoing and incomming mail working or not. If that works fine, then I'm 100% sure, you have that problem because your ashMaiSv.exe process is not allowed to access the internet in your firewall...
You still didn't post any of those e-mail account settings I asked you to post... I still don't know are your account settings properly set in your e-mail client... you have to understand that you have to help us if you expect us to help you with this problem...
Cheers !