scanning files received with MSN messenger

How can I scan every file I receive in msn messenger with avast automatically? is the real time protection option enough?
MSN messenger have an option to execute an antivirus program when a file is received. But I already tried to put the ashavast.exe path and its only opens the antivirus program without scanning… Which file should I put to make a scan to every file I receive by messenger?

You don’t need to do anything, because avast! has a dedicated real-time scanner called “Instant Messaging” for scanning every files received from MSN, Yahoo and other IM.

http://www.avast.com/eng/avast_4_home.html#20

Did you install the Instant Messaging? open an avast! On-Access Scanner panel to see if it installed.