You could check your startup items through the msconfig.exe configuration utility in Windows and make sure Avast is in the list. Or you can check it with CCleaner. It should be there, but if it's not for some reason that could be the problem. In the off chance it's not there you can add it to the registry manually. In XP, navigate here in the registry:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Run
All your startup items should be listed in the right-hand panel. The one for Avast is:
"C:\Program Files\AVAST Software\Avast\avastUI.exe" /nogui
If it's not there, right-click, New, and then String Value. Name it avast. Then right-click it and select Modify. In the box for "Value data" enter:
"C:\Program Files\AVAST Software\Avast\avastUI.exe" /nogui
OK, and you're done.