I noticed that when I ran with DEP AlwaysOn on an XP SP3 Pro machine that teh webshield did not report teh web sites visited. I checked to search for an Eicar test and teh WebShield did not react on this test.
With OptOut and an Admin and Limited USer account I have no problems
Personally I don’t know if this has anything to do with the DEP as the web shield should run the same way for a limited user or admin account. There is certainly at least one other topic that I can remember recently relating to the DEP AlwaysOn, and some are running with DEP AlwaysOn and no issue. So I would suggest a forum search for that and see if there is anything useful in that.
I would first suggest that you ensure you have the latest version of avast 4.8.1296 (I don’t know if this is just a typo as I can’t recall build 4.8.1294 having been released).
If so you might consider trying the beta release 4.8.1330, see this topic for info on how to get it and view some of the subsequent posts, http://forum.avast.com/index.php?topic=42266.0. I’m not entirely sure if this update addresses this problem directly.