Do you mean you can’t enable it or it doesn’t work with your P2P program ?
All the Shields have a specific purpose and they look after certain functions. The Web Shield monitors http (port 80) web traffic, like your browser viewing http web pages. The Network Shield monitors common attack points used by internet worms, it is like a very limited Intrusion Detection System (not a full firewall). The P2P Shield monitors p2p application traffic.
So there are a number of Shields that if you don’t use those applications you don’t need, I would say your minimum would e Standard Shield, Web Shield, Internet Mail and the Network Shield.
I suggest a browse of the avast help file as all the Resident protection (shields) are covered.
I suspected this, if you don't know what p2p is (peer 2 peer, file sharing over the internet), it may be that you don't have a P2P application. So you probably don't need the P2P Shield enabled, see image for some common supported P2P applications in the P2P Shield.
If you don’t see an image with the icons on the left side you nee to open the Details view, see second image.