I keep turning real-time protection off and unchecking “Scan web (HTTP) Traffic”.
It says that real-time protection is off, but when I go to a malicous site, Avast pops up blocking the download.
I know it picks it up as Malware (and it should), but I do not want it to.
How do I turn real-time protection COMPLETELY off? >:(
An interesting question to ask on a security forum.
You want to download known malware?
This implies to me you want to use it.
To what end?
Doctors don’t encourage the spread of disease, they immunize against/cure it.
Apologies if I am mistaking your intentions. 
Why do you want an antivirus if you want to get infected? ???
I agree that most shields should not be turned off. If you do, then waht is the point of running Avast.
BUT… I may not want to use IM Shield. Avast does have the feature to STOP and Turn Off PERMANENTLY…
BUT… when restarted, the IM Protection is STILL working… Why give an option to tun off Permanently if it is NOT Still turned OFF after a re-boot?
Then remove the IM Shield completely if you don’t run IM applications at all (like me).
From the windows Add Remove programs, select ‘avast! Anti-Virus,’ click the Change/Remove button and from the next window select Change, take care and uncheck the box to the left of the IM Shield (not essential shields) and OK your way out. That also has the added advantage it doesn’t leave you with an Exclamation ! mark in a triangle over the avast icon, and it is permanent unless you reverse the action.