I suppose that you set ashsimple.exe to scan your messenger files. It’s not correct, it should be:
C:\Program Files\Alwil Software\Avast4\ashQuick.exe
But look, avast! has a specific provider for Messenger: see the IM provider and just check for Messenger to be scanned.
Besides that, maybe you have an option, at the end of the help (you’re saying menu) to disable the ‘second’ window.