Which is your OS?
What version of avast! do you have installed?
Do you have any other antivirus application installed right now in your system?
Any error window or pop up appeared when setup failed?
What language of avast! are you using? Just English?
Has your version of avast! ever updated before?
Please, click on the ‘a’ icon (blue ball) in the system tray… Go to About dialog and see your version/build and update information. This way we can figure out if their is an issue with your version of avast!.
And also, do you use any proxy filter, firewall or any spyware block application?
Sorry, but I need more information to help you… 8)