OK, unfortunately I don't use the AIS version so I'm not familiar with the anti-spam function.
When you click on the Remove in the Expert Settings, Whitelist, do you OK your way back out ?
If you just close the window after using Remove I believe it will remain.
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Another thing you might try (most avast shield exclusions are in their respective .ini file), see if the whitelist is maintained on an .ini file somewhere, check the C:\Documents and Settings\All Users\Application Data\AVAST Software\Avast (XP location or C:\ProgramData\AVAST Software\Avast (Vista, Win7 location) this may be a hidden folder, so you might have to change the folder settings in explorer to view them.
Once found, look for an appropriately named .ini file could be firewall or anti-spam related and open it using Notepad.exe, you may need to run that as administrator in Vista, Win7.
NOTE: Exercise care in this .ini file only remove the specific part of the whitelist, each individual whitelist entry will probably have a separator, possibly a comma or semicolon. When you remove the item and save the file, the avast self-defence module will ask for confirmation.
EDIT: see image example of some of the ini file names to get an idea.
