Faffy:
I suppose the behavior is like this: you cannot prevent avast! from downloading an infected zip file because it cannot know if it is infected or not before you ‘have’ the file.
After that, if you are using a download manager you can set: c:\ path \ashquick.exe (without parameters) to scan the file. If you are not using it, avast! will only detect the infection when you extract the files from it.
You can set the Standard Shild to Custom and choose the option to scan every open file in your system. You can add especial extensions to the standard list.
Believe us, you will be safe if the resident protection is turned on.
You can run the on-demand scanner frequently too.
Hope this help.