friday, there is only one setup file for Windows 95/98/Me/2k/XP. You don’t have to make another download.
If you install avast! by the administrator account you could access it with easy. Are you logged as an administrator?
Other question, the firewall could not only denying access to connect the Internet (and perform the update) but even to the files and folders (as this folder is part of your ‘net’).
Hope I can help in anyway. 