Avast 4 & internet

I am running Windows XP Home, SP3 and have Avast 4.8 installed along with a firewall.
If I “Stop the on Access Protection” feature of Avast I cannot connect to the internet.
Avast has to be running, my firewall is not the problem since it can be on/off at the time I connect to the internet.
Can any help me correct this problem since I feel this not right.

Which is the firewall?
Are all avast components allowed to connect?

Have Zone Alarm Pro v9.1.008 all settings are per what the firewall decides they should be.
Attach is picture of the 8 items listed in the fire wall and the other shows their settings if they show up.

I have deleted Avast 4 and was prevented from connecting to the internet.
I had to reinstall just to be able to use the internet.