I admit I was surprised when you said

You may have dodged a bullet (unless you are experiencing malware symptoms on your system), but your actions put you at risk. Any suspect unsolicited email should be deleted, especially get rich for free you’ve won a lottery you never entered, etc. etc. You have to be much more suspicious.
I suppose not explicitly saying I use webmail was rather misleading. I apologize.

Is there any difference between the Web Shield and the Mail Shield that makes reading email through an email program safer (or less safe)?

A quick search showed some cases where the avast Mail Shield cannot scan emails (MS outlook mainly from what I gathered) . Would it be better to simply use webmail and not worry about specific problems which can vary from program to program?