I suspect it would help the program developer to investigate/comment if you posted full details of what you did - and any helpful screenshots.

This is a well-known and well-documented technique - every developer interested in windows security should know it. There are thousands of examples, demos and tutorials on the net, even a dedicated wikipedia article.

I think only a few details are important at all:

  1. I am using Windows 7 x64 and Avast Pro 6.0.1203
  2. Target I used: SafeZoneBrowser.exe, the one with the medium integrity level
need help using avast! "SafeZone" browser.
Not quite, maybe you should read the entire topic twice^^ Actually the developers of avast seem to have a problem, not I.

In deed, I see the german translation of this:

[...] cannot be monitored by spyware or key-logging software [...] the avast! SafeZone is designed to keep everything else out.
It took me 5 minutes to get code from outside to inside without doing anything inside. *giggle*