You should setup everything as if Avast! is not installed (according to Spamihilator help files)
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make yourself sure, that spamihilator is really running on port 120 (Settings / Connection in Spamihilator)
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in Outlook Express account
server: 127.0.0.1
port: 120
username: mail.anyserver.com&anyuser
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For the “POP3 notifier” use:
username: username
server: mail.anyserver.com
port: 110