DT,
If you shut down Avast, the mail goes through because Avast is not longer being monitored by Zone Alarm.
If you shut down Zone Alarm, everything goes through.
What you need to do is open Zone Alarm and allow every instance of Avast to connect, including Avast Setup and email scanner.
Try again.
Thunderbird .9 does not require configuration UNLESS you are using Windows 9x or ME.
The new 4.5 mail filtering works only with NT, 2000 and XP.
Good Luck.