I was wondering if Avast is able to prevent malicious malware/spyware/viruses form being opened via web mail? In other words will it block malicious files sent via AOL Web mail? Would it be better run AOL’s Web mail through a program like Outlook so Avast actually scans all incoming messages. Any help would be appreciated thanks.
If it’s web based mail (i.e. Gmail, Yahoo mail, etc.) it goes through the web shield.
There is a web based Outlook and there is the “paid” version of Outlook. Only the
paid product is covered by the mail shield, the web based is scanned by the web
shield. Anytime you open an attachment on a web based email the web shield does
the scanning. Once you download and save it to your computer then the file shield kicks in. 
AOL also have spam / Virus scan on there mail server…so it is already scanned once before you recive it
you can test here http://www.emailsecuritycheck.net/ or here http://www.aleph-tec.com/eicar/
Great! Thanks for the help.