Network Shield Does Not Install

I installed Avast! 4.5 Home Version using Typical
installation, uninstalled, and reinstalled using
Custom (checking Network Shield).
In both cases, the Network Shield does not appear
as a resident scanner.

I’m running Avast! 4.5 Home Version on my old
Win98 laptop.
I downloaded the installer Feb 02, 2005.
The version number is 4.5-561.

(I also have Zonealarm firewall installed.)

ANY IDEAS WHY NETWORK SHIELD DOES NOT INSTALL?

Extract from the avast Help file > Resident Protection > Network Shield.

Network Shield - Provider Settings

Network Shield provider protects your computer from Internet worm attacks. It works similarly to a firewall, even though it does not fully substitutes it. The Network Shield does not require any user interraction.

Note: This resident provider is available on Windows NT, 2000, XP, and 2003 only.