Title says it all.
If you’re using NT-based operating system (WinXP, Win2000…) the Web Shield is working and scanning your traffic automatically(scans the traffic of all browsers). If you’re using older Windows, like Win98, Win95, WinME you have to configure Firefox to “let” the Web Shield to scan Firefox’s traffic - http://www.avast.com/files/tutorials/ws_ffproxy.htm 
Short answer yes, longer answer, if your OS allows the use of web shield (without having to manually set it up, as in xmas’s post) for IE then it should also work for firefox, which it is on mine.
Are you experiencing problems, if so what ?
No problems but for reasons you explained is probably why. Thanx for the replies, thats much more than I get on most other forums.
Your welcome, the avast forums is very responsive, more so that any others I have used in the past.