system
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this is because AvastSvc.exe works and behaves like a proxy and all connections go through avast! Web Shield. It has been reported that some firewall, one of them Windows firewall, can not be set to control outgoing connections. You still can set rules for incoming traffic but not outgoing.
Comodo firewall was also affected by this. Some old and not supported TDI interface driver that was retired by avast!. Here is what Lukor had to say about it:
http://forum.avast.com/index.php?topic=93953.msg759534#msg759534