Eddy
2
Setup your email as instructred by your email provider, then run the mail protection wizzard. This should work.
FYI:
We are not mindreaders. If you ask something provide all relevant details also. This will give a much better change of getting help and we will be able to give better help.
What Avast version?
What vps version?
What os?
Mention things like that.
system
3
Also the exact error message you recive is helpful 
–lee
Probably your smtp settings are not correct and avast could not send the alert message… 
You should post a little bit more in order to explain us what is happening…