Gayle,
Since the error message stated that avast! can’t protect your e-mail, then you may be at a slightly higher risk of infection through that avenue, but the Standard Shield provider should catch an infected message if you open it. You should still be protected as you surf the web. If the program icon spins when you access a web page, send, receive, and open messages, then you are protected.
The first thing you need to do is provide some specifics, starting with the exact error message. You also need to tell us which build of avast! you’re running. Is the problem readily reproducible, i.e., does it happen every time or only occasionally? Is this a new installation or an old one? Did you ever have e-mail scanning working properly? If yes, did anything change on your system shortly before the problem occurred: update avast!, apply Windows updates, install new hardware, software, or device drivers, etc.? If no, did you configure e-mail protection using either the Mail Protection Wizard or manually? If this is a new installation or a recently updated installation, are there any errors reported in the setup log (…[i]Avast4\Data\log)\setup.log)[/i]? This is just a text file that can be opened and examined with with Notepad.
Open the Log Viewer and look for relevent entries and tell us what they are, if any. If nothing shows up in the logs, it may be because the log settings are not inclusive enough. If so, select Settings on the Log Viewer’s File Menu, click on Logging in the dialogue box pane, and drag the pointer at least to Warning and then reproduce the error. (Pointing to Debug causes everything to be logged.)
Open Windows Event Viewer and check the Application and System Logs, looking for entries made at the time the problem occurred. Is there anything relevant in them? You can start this application from either the Start Menu or the Control Panel. Select the log you want to view from the left-hand pane. Double-click an entry to display a dialogue box with more details.
What e-mail client you are using, and what is its version. Which e-mail providers are running, Internet Mail, Outlook/Exchange, or both? You can tell by clicking on avast!'s program icon in the System Tray (the little blue ball with an ‘a’) then selecting a provider in the pane on the left. If its Terminate button is enabled, then that provider is running. The Outlook/Exchange provider will be running but inactive if neither Outlook (not to be confused with Outlook Express) nor Microsoft Exchange is running.
Are the avast! resident scanner processes running? If so, then ashServ.exe and ashMaiSv.exe will be listed on Task Manager’s Processes tab.
What do you mean by “when I went to get on line:” when you tried to make a dial-up connection to your ISP, when you opened your browser, when you opened your e-mail client?
What’s your system configuration? Are you using a stand-alone computer or one connected to a network? What type of Internet connection are you using: modem, cable, DSL? Do you access the Internet through a proxy or router? What operating system are you running? Are you running any other security or privacy applications: firewall, spam blocker, etc?
Please, provide all the information you can. If you don’t know an answer, don’t sweat it. Don’t be afraid to ask for help. Some answers are more important, some not so much, but the clearer you can define the problem and the environment in which it occurs, the quicker we can discover a solution for you. The good folks at this forum spend countless hours helping people, their knowledge is extensive, and their patience is immeasurable. 
Regards,
Hornus